EDMC

Natural Language Glossary for FIBO (Development)

Classes: > A B C D E F G H I J K L M N O P Q R S T U V W X Y Z `
Properties: A B C D E F G H I J L M N O P Q R S T U V W Y
Classes
>
>commodity derivative contract

Definition:

Synonym:

Model-Generated Definition:

A kind of derivative instrument. A valid occurrence satisfies the following necessary condition:

A
a b s c d o deal

Definition: An issue of Asset Backed Security CDO notes.

Synonym:

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

a b s c d o instrument

Definition: CDO where the underlying asset pool is ABS.

Synonym:

Model-Generated Definition:

A kind of cash c d o tranche.

a b s deal

Definition: The issue of a series of Cash Asset Backed Security certificates.

Synonym:

Model-Generated Definition:

A kind of pool backed securities deal.

a b s deal prospectus

Definition: Prospectus describing the terms of the issue and each of the instruments included in the asset backed security issue.

Synonym:

Model-Generated Definition:

A kind of pool backed deal prospectus.

a b s issuer

Definition: The issuer of the (Cash) Asset Backed Security. This is generally a Special Purpose Vehicle set up by a corporation. Further details from riskglossary.com: To create an ABS, a corporation creates a special purpose vehicle to which it sells the assets. While is is common to speak of the corporation as the issuer of the ABS, legally, it is the trust or special purpose vehicle that is the issuer. It sells securities to investors. To protect investors from possible bankruptcy of the corporation, there are three legal safeguards: - Transfer of assets from the corporation is a non-recourse, true sale. - Investors receive a perfected interest in the assets' cash flows. - A non-consolidation legal opinion is obtained certifying that assets of the trust or special purpose vehicle cannot be consolidated with the corporation's assets in the event of bankruptcy. These same safeguards allow the corporation to remove the assets from its balance sheet. The corporation generally continues to service the assets - collecting interest and principal payments, pursuing delinquencies, etc. It is paid out of asset cash flows for providing these ongoing services.

Synonym:

Model-Generated Definition:

A kind of pool backed security issuer. A valid occurrence satisfies the following necessary condition:

a category indicating how the loan amortizes

Definition:

Synonym:

Model-Generated Definition:

A kind of classifier.

a v m provider (please review)

Definition: Party which is the Provider of an AVM Valuation.

Synonym:

Model-Generated Definition:

A kind of loan third party (please review).

ABA IIN registry entry

Definition: an entry in the ABA IIN registry, a repository of financial institution characteristics collected by the ABA for those institutions to which they issue IINs

Synonym:

Model-Generated Definition:

A kind of registry entry. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

ABA RTN registry entry

Definition: an entry in the ABA RTN registry, a repository of financial institution characteristics collected by the ABA Registrar on behalf of the ABA

Synonym:

Model-Generated Definition:

A kind of registry entry. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

ability

Definition: The possession of the means to do a thing

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

absolate prepayment rate formula

Definition: ABS is defined by the following formula where SMM refers to Single Monthly Mortality, which measures the percentage of dollars prepaid in a given month expressed as a percentage of the scheduled loan balance. ABS = (100 * SMM)/100 + (SMM X (Age- 1)

Synonym:

Model-Generated Definition:

A kind of formula. A valid occurrence may have the following properties:

absolute prepayment rate

Definition: The absolute prepayment rate (for ABS) is the standard measure of prepayment rates in the auto-loan sector. ABS measures the monthly rate of loan prepayments as a percentage of the original pool balance. ABS is defined by the following formula where SMM refers to Single Monthly Mortality, which measures the percentage of dollars prepaid in a given month expressed as a percentage of the scheduled loan balance. ABS = (100 * SMM)/100 + (SMM X (Age- 1)

Synonym:

Model-Generated Definition:

A kind of loan pool analytic. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

absolute price strike specification

Definition: Expression of the strike price as an absolute monetary price at which the option is to be struck.

Synonym:

Model-Generated Definition:

A kind of strike price specification. A valid occurrence may have the following properties:

abstract cashflow construct

Definition:

Synonym:

Model-Generated Definition:

Acceleration

Definition:

Synonym:

Model-Generated Definition:

A kind of Multi Dimensional Property.

account (from package /Release/Financial Business And Commerce/Products And Services/ClientsAndAccounts/account)

Definition: a container for records associated with a business arrangement for regular dealings or services (such as personal or professional services, banking)

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

account (from package /Informative/Foundations/Accounting Ext/AccountsMain/account)

Definition: Business relationship between two entities; one entity is the account owner, the other entity is the account servicer.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

account holder (from package /Informative/Foundations/Accounting Ext/AccountsMain/account holder)

Definition:

Synonym:

Model-Generated Definition:

A kind of party in role.

account holder (from package /Release/Financial Business And Commerce/Products And Services/ClientsAndAccounts/account holder)

Definition: a party holding an account

Synonym:

Model-Generated Definition:

A kind of owner. A valid occurrence satisfies the following necessary conditions:

account identifier

Definition: an identifier assigned to each client account for ease in referring to that party's activity

Synonym:

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

account number

Definition: an identifier assigned to each client account for ease in referring to that party's activity

Synonym:

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

account payable

Definition:

Synonym:

Model-Generated Definition:

A kind of ledger account.

account payable balance

Definition: Balance of accounts receivable

Synonym:

Model-Generated Definition:

A kind of ledger balance. A valid occurrence satisfies the following necessary conditions:

account provider (from package /Informative/Foundations/Accounting Ext/AccountsMain/account provider)

Definition:

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence may have the following properties:

account provider (from package /Release/Financial Business And Commerce/Products And Services/ClientsAndAccounts/account provider)

Definition: a party that provides and services the account

Synonym:

Model-Generated Definition:

A kind of service provider. A valid occurrence satisfies the following necessary condition:

account receivable

Definition:

Synonym:

Model-Generated Definition:

A kind of ledger account.

account receivable balance

Definition: Balance of accounts receivable

Synonym:

Model-Generated Definition:

A kind of ledger balance. A valid occurrence satisfies the following necessary condition:

account servicing

Definition:

Synonym:

Model-Generated Definition:

A kind of relationship context. A valid occurrence satisfies the following necessary conditions:

account-specific service agreement

Definition: a service-agreement that is account-specific, applicable in cases where a client holds multiple accounts with differing terms and conditions

Synonym:

Model-Generated Definition:

A kind of service agreement. A valid occurrence satisfies the following necessary conditions:

accounting party

Definition: The Party from the perspective of which these accounts are prepared. This is the to whom the balances apply. There would be corresponding accounts (supplier, customer) for counterparties with whom the Accounting Party does business.

Synonym:

Model-Generated Definition:

A kind of party in role.

accounting reporting party

Definition: The party, from the perspective of which economic facts are defined.

Synonym:

Model-Generated Definition:

A kind of aspect viewing party.

accounting transaction (from package /Release/Financial Business And Commerce/Products And Services/ClientsAndAccounts/accounting transaction)

Definition: event or condition recognized by an entry in the records of an account

Synonym:

Model-Generated Definition:

A kind of transaction event.

accounting transaction (from package /Release/Financial Business And Commerce/Products And Services/ClientsAndAccounts/accounting transaction)

Definition: event or condition recognized by an entry in the books of an account

Synonym:

Model-Generated Definition:

A kind of transaction event. A valid occurrence satisfies the following necessary condition:

accounts ledger entry

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

accreting

Definition:

Synonym:

Model-Generated Definition:

A kind of amortization type.

accrual

Definition: the process of accumulating interest or other income that has been earned but not paid

Synonym:

Model-Generated Definition:

A kind of thing in role. A valid occurrence satisfies the following necessary condition:

accrued fees

Definition:

Synonym:

Model-Generated Definition:

accrued income

Definition:

Synonym:

Model-Generated Definition:

accrued interest amount

Definition: The interest accrued on the bond or debt instrument at the time that the price is quoted. If this is a dirty price, this is the amount of accrued interest that is included in the price. This is therefore passed on to the purchaser of the bond or debt instrument.

Synonym:

Model-Generated Definition:

A kind of interest. A valid occurrence may have the following properties:

accrued liability

Definition: Liability which has been incurred by the entity and is yet to be paid off.

Synonym:

Model-Generated Definition:

A kind of liability.

accrued taxes

Definition:

Synonym:

Model-Generated Definition:

accumulating share class

Definition: A share class in which there is no option to reinvest.

Synonym:

Model-Generated Definition:

A kind of fund share class unit.

active

Definition: Security is actively traded

Synonym:

Model-Generated Definition:

A kind of security trading status.

active loan status

Definition: Status of a Loan which is in the Disbursement phase.

Synonym:

Model-Generated Definition:

A kind of loan lifecycle status. A valid occurrence satisfies the following necessary condition:

actively trading

Definition: Security is actively traded on the exchange or trading facility

Synonym:

Model-Generated Definition:

A kind of exchange security trading status.

ad hoc schedule

Definition: a schedule that consists of (comprises) AdHocScheduleEntries, each of which specifies a date

Synonym:

Model-Generated Definition:

A kind of schedule. A valid occurrence satisfies the following necessary conditions:

ad hoc schedule entry

Definition: an entry, including a date, among multiple ad hoc schedule entries that jointly make up an AdHocSchedule

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

ad valorem tax provision

Definition: A direct tax calculated “according to value” of property. Ad valorem tax is based on an assigned valuation (market or assessed) of real property and, in certain cases, on a valuation of tangible or intangible personal property. In virtually all jurisdictions, ad valorem tax is a lien on the property enforceable by seizure and sale of the property. An ad valorem tax is normally the one substantial tax that may be raised or lowered by a local governing body without the sanction of superior levels of government (although constitutional or statutory restrictions such as tax rate limitations may limit this right).

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

address

Definition: an index to a location to which communications may be delivered

Synonym:

Model-Generated Definition:

A kind of index. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

addressing scheme

Definition: a system for allocating addresses to objects

Synonym:

Model-Generated Definition:

A kind of indexing scheme. A valid occurrence may have the following properties:

adjustment method

Definition: The method by which something is adjusted, for example the terms of a contract, in reaction to events.

Synonym:

Model-Generated Definition:

A kind of method.

adult

Definition: a person who has attained the age of majority as defined by given jurisdiction

Synonym:

Model-Generated Definition:

A kind of person.

advance refunding

Definition: A bond issuance in which new bonds are sold at a lower rate than outstanding ones. The proceeds are then invested, and when the older bonds become callable they are paid off with the invested proceeds.

Synonym:

Model-Generated Definition:

A kind of refunding purpose.

affiliate

Definition: an affiliate of, or a person affiliated with, a specific person is a person that directly, or indirectly through one or more intermediaries, controls, or is controlled by, or is under common control with, the person specified

Synonym:

Model-Generated Definition:

agency c m o

Definition:

Synonym:

Model-Generated Definition:

A kind of collateralized obligation instrument. A valid occurrence satisfies the following necessary conditions:

agency determined date

Definition: A date which is or which is to be determined by some external agency.

Synonym:

Model-Generated Definition:

A kind of determined date.

agency i o tranche

Definition:

Synonym:

Model-Generated Definition:

A kind of agency c m o.

agency jump tranche

Definition: A tranche where if there is some sort of trigger event reached then the holders of the tranche will begin to receive payments.

Synonym:

Model-Generated Definition:

A kind of agency c m o. A valid occurrence satisfies the following necessary condition:

agency jump z tranche

Definition: A Jump Z tranche is like a Z tranche but if there is some sort of trigger event reached then the holders of the Jump Z tranche will begin to receive payments. Regular non-Sticky Jump Z tranches maintain their changed status only while the trigger event is in effect, and revert to their old payment status once the trigger event has passed.

Synonym:

Model-Generated Definition:

A kind of agency jump tranche and agency z tranche.

agency m b s deal

Definition: An issue of securities backed by pools of mortgages held by government agencies.

Synonym:

Model-Generated Definition:

A kind of m b s deal.

agency m b s issuer

Definition: The issuer of the pass through MBS is an Agency issuer. This is identified as being some kind of agency that is set up specifically to issue these instruments.

Synonym:

Model-Generated Definition:

A kind of m b s issuer. A valid occurrence satisfies the following necessary condition:

agency m b s pool

Definition: A pool investment consisting of a collection of Agency MBS instruments.

Synonym:

Model-Generated Definition:

A kind of m b s pool.

agency mortgage pool

Definition: A pool of agency mortgages.

Synonym:

Model-Generated Definition:

A kind of mortgage pool.

agency p o tranche

Definition: Principal Only tranche. This tranche will only pay principal.

Synonym:

Model-Generated Definition:

A kind of agency c m o.

agency regular jump z

Definition: Regular non-Sticky Jump Z tranches maintain their changed status only while the trigger event is in effect, and revert to their old payment status once the trigger event has passed.

Synonym:

Model-Generated Definition:

A kind of agency jump z tranche. A valid occurrence satisfies the following necessary condition:

agency sticky jump z

Definition: "Sticky" Jump Z tranches maintain the payment priority of a Jump Z tranche until they are retired.

Synonym:

Model-Generated Definition:

A kind of agency jump z tranche.

agency z tranche

Definition: A tranche that does not receive payments while other tranches remain.

Synonym:

Model-Generated Definition:

A kind of agency c m o.

agent for service of process

Definition: the agent (person or organization) designated by a business entity, such as a corporation, to receive legal correspondence on behalf of the business entity in the jurisdiction in which the agent's address is located

Synonym:

Model-Generated Definition:

A kind of contract third party, signatory, and third-party agent. A valid occurrence may have the following properties:

agent in role

Definition: An agent-in-role is a relative concept that ties an autonomous agent to a role they are playing in a given situational context.

Synonym:

Model-Generated Definition:

A kind of thing in role. A valid occurrence satisfies the following necessary condition:

agreement

Definition: a negotiated and usually legally enforceable understanding between two or more legally competent parties

Synonym:

Model-Generated Definition:

A kind of relationship context. A valid occurrence satisfies the following necessary conditions:

agreement corporation

Definition: a corporation chartered by a state to engage in international banking, so named because the corporation enters into an 'agreement' with the Fed's Board of Governors that it will limit its activities to those permitted

Synonym:

Model-Generated Definition:

A kind of financial service provider. A valid occurrence satisfies the following necessary condition:

agricultural product

Definition: A commodity which is some agrigultural product, including grain, fruit and meat.

Synonym:

Model-Generated Definition:

A kind of negotiable commodity.

agricultural products delivery

Definition: Delivery of any agricultural produce.

Synonym:

Model-Generated Definition:

A kind of commodity physical delivery.

algo debt credit spread

Definition: The Spread between the Debt Instrument Maturity and the Credit Rating of the Issuer.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

alienable right

Definition: A right which can be taken away from the entity that holds it

Synonym:

Model-Generated Definition:

A kind of right.

all borrowers monthly income

Definition: total monthly qualifying income for all borrowers on the loan

Synonym:

Model-Generated Definition:

A kind of monetary amount. A valid occurrence satisfies the following necessary condition:

allotment right

Definition: Privileges allotted to existing security holders, entitling them to receive new securities free of charge.

Synonym:

Model-Generated Definition:

A kind of stockholders rights instrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

allotment right formula

Definition: A formula used to calculate the number of securities for an Allotment Right, based on the number of these instruments that the holder holds. Conesnsus:Review

Synonym:

Model-Generated Definition:

A kind of formula. A valid occurrence may have the following properties:

allotment right holder

Definition: The party which is the holder of an allotment right. This is identified as being a party which is also an existing holder of the security identified as the underlying security.

Synonym:

Model-Generated Definition:

A kind of stockholders rights instrument holder. A valid occurrence satisfies the following necessary condition:

american exercise convention

Definition: A feature of an option that stipulates that the option can be exercised anytime within the specified date window.

Synonym:

Model-Generated Definition:

A kind of exercise dates convention. A valid occurrence may have the following properties:

American statistics publisher

Definition: a statistical information publisher comprised of the government agencies and departments that publish statistical information on behalf of the U.S. Federal Government

Synonym:

Model-Generated Definition:

A kind of statistical information publisher.

amortization

Definition: the process of reduction of debt or other costs through periodic charges to assets or liabilities, such as through principal payments on mortgages

Synonym:

Model-Generated Definition:

A kind of thing in role. A valid occurrence may have the following properties:

amortization schedule

Definition: a schedule which specifies changes in the scheduled balance of loan principal over time

Synonym:

Model-Generated Definition:

A kind of schedule.

amortization type

Definition: The different types of principal payments applicable to a debt security.

Synonym:

Model-Generated Definition:

amortizing bond

Definition:

Synonym:

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

amortizing redemption payment

Definition:

Synonym:

Model-Generated Definition:

A kind of bond redemption payment. A valid occurrence satisfies the following necessary condition:

amount of money

Definition:

  • a sum of money
  • a sum of money

Synonym: cash

Model-Generated Definition:

Equivalent to money amount.

A kind of quantity value. A valid occurrence may have the following properties:

analytical information

Definition: Information about some item at some time past, present or future. This takes the form of some measure about the thing being analyzed; the measure will have some values at different times as shown in the Math grammar for dated parameters.

Synonym:

Model-Generated Definition:

A kind of information and timed parameter. A valid occurrence satisfies the following necessary conditions:

analytics calculation model

Definition: A model used for formal calculation of parameters.

Synonym:

Model-Generated Definition:

A kind of mathematical model. A valid occurrence satisfies the following necessary condition:

annual reporting policy

Definition: Reports are presented once a year

Synonym:

Model-Generated Definition:

A kind of reporting frequency policy.

annualized performance determination method

Definition: Annualized performance determination.

Synonym:

Model-Generated Definition:

A kind of performance determination method.

anstalt

Definition: Form of Foundation registered in Leichtenstein.

Synonym:

Model-Generated Definition:

A kind of foundation.

apartment

Definition: A building subbdivision intended for habitation.

Synonym:

Model-Generated Definition:

A kind of building sub unit. A valid occurrence satisfies the following necessary condition:

applicant

Definition: The party making some application.

Synonym:

Model-Generated Definition:

A kind of requesting party.

application

Definition: a request submitted by an applicant to receive something (e.g. a licence, a loan, a membership) accompanied by documentation of pertinent information to determine whether the request should be granted

Synonym:

Model-Generated Definition:

A kind of request. A valid occurrence satisfies the following necessary condition:

application information

Definition: A formal application by some party to some other party, in which the requesting party sets out some requirement which they request to be fulfilled by the other party.

Synonym:

Model-Generated Definition:

A kind of request. A valid occurrence satisfies the following necessary condition:

appreciation

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

arbitrage c d o

Definition: Arbitrage CDO/CLO/CBO - the reference assets are bought by a firm or conduit or SPV (Special Purpose Vehicle) with a view to repackage them and sell them on as the structured product.

Synonym:

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

arbitrage cdo objective

Definition: The objective is arbitrage, whereby the motivation is to add value by repackaging assets into tranches.

Synonym:

Model-Generated Definition:

A kind of c d o origination objective.

arbitrage synthetic c d o

Definition: Arbitrage synthetic CDO deals are motivated by regulatory or practical considerations that might make a bank want to retain ownership of debt while achieving capital relief through CDSs. In this case, the sponsoring bank has a portfolio of obligations, called the reference portfolio. It retains that portfolio, but offloads its credit risk by transacting CDSs with the CDO.

Synonym:

Model-Generated Definition:

A kind of arbitrage c d o and synthetic c d o. A valid occurrence satisfies the following necessary conditions:

arithmetic mean

Definition: the sum of a collection of numbers divided by the number of numbers in the collection

Synonym:

Model-Generated Definition:

A kind of mean.

arrangement

Definition: a structure or means of organizing information such as a schema, numbering system, organization scheme, measurement system, taxonomy, or language for organizing information

Synonym:

Model-Generated Definition:

arrears payment history (please review)

Definition: Historical information about payment of arrears by the entity.

Synonym:

Model-Generated Definition:

A kind of borrower ongoing dated facts (please review). A valid occurrence may have the following properties:

articles of incorporation

Definition: proxy

Synonym: articles of association

Model-Generated Definition:

A kind of instrument of incorporation. A valid occurrence satisfies the following necessary conditions:

asian exercise commitment

Definition: Commitment to pay out on an option on the basis of a rolling average strike, which the other party may or may not choose to exercise against.

Synonym:

Model-Generated Definition:

A kind of option writer commitment. A valid occurrence may have the following properties:

asian exercise terms set

Definition: Terms governing the exercise of an Asian Option.

Synonym:

Model-Generated Definition:

A kind of option exercise time terms set. A valid occurrence satisfies the following necessary conditions:

aspect viewing party

Definition: The party from the perspective of which the aspect is defined.

Synonym:

Model-Generated Definition:

asset

Definition: A thing held by some party and having some value.

Synonym:

Model-Generated Definition:

A kind of thing in role. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

asset class

Definition: a financial instrument classifier for a group of securities that exhibit similar characteristics, behave similarly in the marketplace and are subject to the same laws and regulations

Synonym:

Model-Generated Definition:

A kind of financial instrument classifier. A valid occurrence satisfies the following necessary condition:

asset class strategy

Definition: Strategy which is asset class based.

Synonym:

Model-Generated Definition:

A kind of fund portfolio investment limitations. A valid occurrence satisfies the following necessary condition:

asset derivative contract

Definition:

Synonym:

Model-Generated Definition:

A kind of derivative instrument. A valid occurrence satisfies the following necessary condition:

asset maximum or minimum payout commitment

Definition: A commitment to pay out on the maximum or minimum of a set of assets. Further Notes Maximum of n Assets This rainbow is similar to the best of n assets plus cash we referred to in part a, with the exception that no cash payoff is possible and there is a strike price for this type of option. The payoff of a call and put are given as: Rainbow-Call = max[0, max(S1, S2) - X] Rainbow-Put = max[0, X - max(S1, S2)] Minimum of n Assets The counterpart to a maximum of n assets, this rainbow pays out the value of the underperformer of the n assets. The payoff for minimum of 2 asset rainbow calls and puts are given as: Rainbow-Call = max[0, mainS1, S2) - X] Rainbow-Put = max[0, X - min(S1, S2)]

Synonym:

Model-Generated Definition:

A kind of conditional payout commitment.

asset or nothing payout commitment

Definition:

Synonym:

Model-Generated Definition:

A kind of binary payout commitment.

asset repurchase agreement

Definition: A Repurchase Agreement defined from the point of view of the lender, where it is seen as an asset repo.

Synonym:

Model-Generated Definition:

A kind of repurchase agreement. A valid occurrence satisfies the following necessary condition:

asset return commitment

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

asset return stream

Definition: A leg in which the returns on an asset are paid.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

asset type facet

Definition: Types od Derivatives contract classlfied by their underlying asset type.

Synonym:

Model-Generated Definition:

asset underlier

Definition: An underlyer made up of one or a basket of securities or security indices.

Synonym:

Model-Generated Definition:

A kind of underlier. A valid occurrence satisfies the following necessary condition:

atomic value

Definition:

Synonym:

Model-Generated Definition:

A kind of Value. A valid occurrence satisfies the following necessary condition:

  • hasValue exactly one value of any type.

A valid occurrence may also have the following properties:

auction date rule (from package /Release/Securities/Securities/ParametricSchedules/auction date rule)

Definition: a business recurrence interval convention that is a published rule for defining the date of some auction event

Synonym:

Model-Generated Definition:

A kind of business recurrence interval convention.

auction date rule (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/auction date rule)

Definition:

Synonym:

Model-Generated Definition:

A kind of business recurrence interval convention.

auditor

Definition: an individual qualified (at the state level) to conduct audits. An auditor may be an internal auditor (an individual whose primary job function is to audit his or her own company) or an external auditor (an individual from outside the company, who typically is employed by an auditing firm who handles many different clients).

Synonym:

Model-Generated Definition:

A kind of responsible party.

authority

Definition: The right to do something, as conferred by some autonomous agent

Synonym:

Model-Generated Definition:

A kind of right. A valid occurrence satisfies the following necessary condition:

auto loan (please review)

Definition: A loan specifically for the purpose of automobile purchase.

Synonym:

Model-Generated Definition:

A kind of loan drawdown.

auto loan a b s

Definition: ABS issued by auto finance companies and are backed by underlying pools of auto-related loans or leases.

Synonym:

Model-Generated Definition:

A kind of cash asset backed security instrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

auto loan contract (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of loan contract. A valid occurrence satisfies the following necessary condition:

auto loan pool

Definition: A loan pool covering automobile-related loans.

Synonym:

Model-Generated Definition:

A kind of loan pool. A valid occurrence satisfies the following necessary conditions:

auto loan pool constituent

Definition: An auto loan defined as a constituent of an Auto Loan Pool.

Synonym:

Model-Generated Definition:

A kind of loan pool constituent.

auto loan purpose

Definition:

Synonym:

Model-Generated Definition:

A kind of loan purpose.

automated system

Definition: a system that reduces or eliminates the need for human involvement in order to complete a task.

Synonym:

Model-Generated Definition:

A kind of autonomous agent.

automated underwriting system

Definition: a software sytstem that produces loan underwriting decisions

Synonym:

Model-Generated Definition:

A kind of automated system.

autonomous agent

Definition: An agent is an autonomous individual that can adapt to and interact with its environment.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

average daily earnings

Definition: a measure of the average daily wage an employee makes over the reporting period

Synonym:

Model-Generated Definition:

A kind of average earnings. A valid occurrence satisfies the following necessary condition:

average earnings

Definition: a measure of the average wage an hourly or salaried worker makes in a given period of time

Synonym:

Model-Generated Definition:

A kind of economic indicator and expression. A valid occurrence satisfies the following necessary condition:

average hourly earnings

Definition: a measure of the average hourly wage an employee makes over the reporting period

Synonym:

Model-Generated Definition:

A kind of average earnings. A valid occurrence satisfies the following necessary condition:

average life

Definition: An estimate of the number of terms to maturity, taking the possibility of early payments into account. Average life is calculated using the weighted average time to the receipt of all future cash flows.

Synonym:

Model-Generated Definition:

A kind of life analytic. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

average life at issue

Definition: The Average Life analytic at the time the security was issued.

Synonym:

Model-Generated Definition:

A kind of average life. A valid occurrence may have the following properties:

average monthly earnings

Definition: a measure of the average monthly wage an employee makes over the reporting period

Synonym:

Model-Generated Definition:

A kind of average earnings. A valid occurrence satisfies the following necessary condition:

average weekly earnings

Definition: a measure of the average weekly wage an employee makes over the reporting period

Synonym:

Model-Generated Definition:

A kind of average earnings. A valid occurrence satisfies the following necessary condition:

B
balance

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

balance sheet asset balance

Definition: A balance sheet entry representing some asset of the entity.

Synonym:

Model-Generated Definition:

balance sheet balance

Definition:

Synonym:

Model-Generated Definition:

A kind of balance sheet feature. A valid occurrence may have the following properties:

balance sheet c d o

Definition: Balance Sheet CDO/CLO/CBO - the reference assets for the SDO portfolio are taken from a company/firm's balance sheet.

Synonym:

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

balance sheet c d o objective

Definition: The objective is that the CDO is created to move assets off the originator balance sheet.

Synonym:

Model-Generated Definition:

A kind of c d o origination objective.

balance sheet entry

Definition: Some entry on the balance sheet of some business entity.

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

balance sheet feature

Definition:

Synonym:

Model-Generated Definition:

balance sheet liability balance

Definition: A balance sheet entry representing some asset of the entity.

Synonym:

Model-Generated Definition:

balance sheet total

Definition:

Synonym:

Model-Generated Definition:

A kind of balance sheet feature.

Bank

Definition: a depository institution, usually a corporation, that accepts deposits, makes loans, pays checks, and performs related services, for individual members of the public, businesses or other organizations

Synonym:

Model-Generated Definition:

A kind of depository institution.

bank account

Definition: an account held or provided by, as a service, a bank

Synonym:

Model-Generated Definition:

A kind of account. A valid occurrence satisfies the following necessary conditions:

bank for international settlements

Definition: an international financial organization that serves central banks in their pursuit of monetary and financial stability, helping to foster international cooperation in those areas and acting as a bank for central banks

Synonym:

Model-Generated Definition:

A kind of Bank.

bank holding company

Definition: any company that owns and/or has direct or indirect control of one or more banks; BHCs may also own nonbanking subsidiaries such as broker-dealers and asset managers

Synonym:

Model-Generated Definition:

A kind of business and financial service provider. A valid occurrence satisfies the following necessary condition:

bank qualified tax exemption

Definition: Whether or not a municipal reasonably expects to issue in the calendar year of such offering no more than $10 million par amount of bonds of the type required to be included in making such calculation under the Internal Revenue Code. 

Synonym:

Model-Generated Definition:

A kind of security tax treatment (please review). A valid occurrence may have the following properties:

bankers acceptance

Definition: A Draft where the drawer and drawee of the draft are distinct parties and the drawee is a bank.

Synonym:

Model-Generated Definition:

A kind of draft and tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

banking product

Definition: a product provided to consumers and businesses by a bank or similar depository institution such as a checking account, savings account, certificate of deposit, debit or pre-paid card, or credit card

Synonym:

Model-Generated Definition:

A kind of financial product. A valid occurrence satisfies the following necessary condition:

banking service

Definition: a financial service offered by a bank or similar depository institution, such as a cash management service, foreign exchange service, lending or credit service, investment service, insurance service, merchant service, payroll service, etc.

Synonym:

Model-Generated Definition:

A kind of financial service. A valid occurrence satisfies the following necessary condition:

bankruptcy

Definition:

Synonym:

Model-Generated Definition:

Barrel

Definition:

Synonym:

Model-Generated Definition:

A kind of Reference Material.

base

Definition: The variable to which an additional Margin amount is added to get the Interest amount.

Synonym:

Model-Generated Definition:

A kind of formula argument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

base metal

Definition: Any metal which is not precious.

Synonym:

Model-Generated Definition:

A kind of negotiable commodity.

base metals delivery

Definition: Delivery of base metals.

Synonym:

Model-Generated Definition:

A kind of commodity physical delivery.

base quantity

Definition: a quantity kind in a conventionally chosen subset of a given system of quantities, where no subset quantity can be expressed in terms of the others

Synonym:

Model-Generated Definition:

A kind of quantity kind. A valid occurrence satisfies the following necessary condition:

base rate

Definition: a reference rate that is the base rate set by a central bank for a given currency

Synonym:

Model-Generated Definition:

A kind of reference interest rate.

base rate authority

Definition: an interest rate authority responsible for setting the base rate for a given currency, typically a central bank

Synonym:

Model-Generated Definition:

A kind of interest rate authority. A valid occurrence satisfies the following necessary condition:

base unit

Definition: a measurement unit that is defined by a system of units to be the reference measurement unit for a base quantity

Synonym:

Model-Generated Definition:

A kind of measurement unit. A valid occurrence satisfies the following necessary condition:

basis points value

Definition:

Synonym:

Model-Generated Definition:

A kind of Number and numeric ratio.

basis swap

Definition: a floating-floating interest rate swap under which the floating rate payments are referenced to different bases

Synonym:

Model-Generated Definition:

A kind of float-float interest rate swap.

basis swap transaction

Definition: A swap which exchanges cashflows based on two different interest rates.

Synonym:

Model-Generated Definition:

A kind of i r swap transaction.

basket

Definition: a collection of goods, services, or other things (e.g., financial contracts) that can be purchased and sold in some marketplace

Synonym:

Model-Generated Definition:

A kind of collection. A valid occurrence satisfies the following necessary condition:

basket constituent

Definition: a component of a basket

Synonym:

Model-Generated Definition:

A kind of thing in role that can be recognized when an occurrence meets the following condition:

basket of credit risks (please review)

Definition: A basket of securities and / or legal entities, collected for the purpose of identifying risk.

Synonym:

Model-Generated Definition:

A kind of basket.

basket of equity indices

Definition: A basket of indices which are all equity-only indices.

Synonym:

Model-Generated Definition:

A kind of market basket. A valid occurrence satisfies the following necessary condition:

basket Of indices constituent

Definition: a single constituent of a basket of indices

Synonym:

Model-Generated Definition:

A kind of basket constituent. A valid occurrence may have the following properties:

basket of securities

Definition: a basket of traded securities

Synonym:

Model-Generated Definition:

A kind of basket. A valid occurrence satisfies the following necessary condition:

basket option strike terms

Definition: Formal terms for the exercise of an Equity Basket Option. Further Notes Review 10 Feb: Strike price for Basket depends what is in the basket Single names: can come up with a value for the basket as a whole. Basket of Indices - would be different. Each constituent is an index. Basket that mixes single name as well as indices.

Synonym:

Model-Generated Definition:

A kind of equity option exercise terms set.

benchmark

Definition: A reference index used to measure fund performance.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

beneficial owner

Definition: Entity that enjoys the possession and/or benefits of ownership (such as receipt of income) of a property even though its ownership (title) is in the name of another entity (called a nominee or registered owner). Use of a nominee (who may be an agent, custodian, or a trustee) does not change the position regarding tax reporting and tax liability, and the beneficial-owner remains responsible.

Synonym: actual owner

Model-Generated Definition:

A kind of shareholder.

beneficiary

Definition:

Synonym:

Model-Generated Definition:

benefit corporation

Definition: a not for profit corporation set up under specific state legislation to provide some stated societal benefit, and with some corresponding relaxation of the obligation to maximize shareholder return

Synonym:

Model-Generated Definition:

A kind of not for profit corporation.

bermuda exercise convention

Definition: A feature of an option that states it can be exercised at different times during the life of the option. The various times set for exercise are written within the option and allow for flexibility for both the writer and holder of the option.

Synonym:

Model-Generated Definition:

A kind of exercise dates convention. A valid occurrence satisfies the following necessary condition:

Bespoke Product

Definition:

Synonym:

Model-Generated Definition:

A kind of product.

best bid

Definition: The highest bid price for the stock up to the present time. Based on rules defined at the market, that determine how best bid and best offer are determined.

Synonym:

Model-Generated Definition:

A kind of bid price and market price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

best efforts offering

Definition: a securities offering that is sold on a best efforts, rather than firm commitment, basis, whereby investment bankers commit to doing their best to sell the securities offered, but do not assume the full risk of an underwriter

Synonym:

Model-Generated Definition:

A kind of securities offering.

best of assets plus cash payout commitment

Definition: A commitment to pay out on the best of a number of assets, plus cash.

Synonym:

Model-Generated Definition:

A kind of conditional payout commitment. A valid occurrence satisfies the following necessary condition:

best offer

Definition: The lowest bid price for the stock up to the present time. Based on rules defined at the market, that determine how best bid and best offer are determined.

Synonym:

Model-Generated Definition:

A kind of market price and offer price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

better or worse of assets payout commitment

Definition: A commitment to pay out on the best or worst of a number of assets.

Synonym:

Model-Generated Definition:

A kind of conditional payout commitment. A valid occurrence satisfies the following necessary condition:

bid ask spread

Definition: Spread: Range between Bid and Ask

Synonym:

Model-Generated Definition:

A kind of share price spread. A valid occurrence satisfies the following necessary conditions:

bid price (from package /Provisional/Market Data/CIV Temporal/FundsTemporal/bid price)

Definition:

Synonym:

Model-Generated Definition:

A kind of fund price.

bid price (from package /Provisional/Market Data/Equity Temporal/EquityPricing/bid price)

Definition: The price at which a market participant would put out in an order book indicating that they are willing to pay for a given stock.

Synonym:

Model-Generated Definition:

A kind of quote price. A valid occurrence may have the following properties:

bijuridicial jurisdiction

Definition: One system of law under which a Bijuridicial Jurisdiction is governed is the system of Civil Law.

Synonym:

Model-Generated Definition:

A kind of jurisdiction. A valid occurrence satisfies the following necessary conditions:

bill of exchange

Definition:

Synonym:

Model-Generated Definition:

binary payout commitment

Definition:

Synonym:

Model-Generated Definition:

A kind of option payout commitment.

birth certificate

Definition: an original document certifying the circumstances of the birth, or a certified copy of or representation of the ensuing registration of that birth

Synonym: certificate of live birth

Model-Generated Definition:

A kind of identity document.

Blue-Sky law

Definition: a kind of securities regulation passed by various states, designed to protect investors against securities fraud by requiring sellers of new issues to register their offerings and provide financial details

Synonym:

Model-Generated Definition:

A kind of securities regulation. A valid occurrence may have the following properties:

board agreement

Definition: a formal, legally binding agreement between members of the Board of Directors of the organization

Synonym:

Model-Generated Definition:

A kind of organization covering agreement.

board capacity

Definition: the capacity that resides in the board of directors of a company

Synonym:

Model-Generated Definition:

A kind of delegated legal authority. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

board member

Definition: a person who is a member of the board of directors of a corporation

Synonym:

Model-Generated Definition:

A kind of legally delegated authority and organization member. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

board of directors

Definition: Governing body (called the board) of an incorporated firm. Its members (directors) are elected normally by the subscribers (stockholders) of the firm (generally at an annual general meeting or AGM) to govern the firm and look after the subscribers' interests. The board has the ultimate decision-making authority and, in general, is empowered to (1) set the company's policy, objectives, and overall direction, (2) adopt bylaws, (3) name members of the advisory, executive, finance, and other committees, (4) hire, monitor, evaluate, and fire the managing director and senior executives, (5) determine and pay the dividend, and (6) issue additional shares. Though all its members might not be engaged in the company's day-to-day operations, the entire board is held liable (under the doctrine of collective responsibility) for the consequences of the firm's policies, actions, and failures to act. Members of the board usually include senior-most executives (called inside directors or executive directors) as well as experts or respected persons chosen from the wider community (called outside directors or non-executive directors).

Synonym:

Model-Generated Definition:

A kind of entity controlling party. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

body incorporated through agreement

Definition: A body with legal personhood, incorporated through some agreement among the principals, and without equity or guarantee instruments which would isolate the principals from liability.

Synonym:

Model-Generated Definition:

A kind of corporation.

body incorporated with guarantee

Definition: Incorporated entity without share capital, and in which the liability of its members is limited to the amount each one of them undertakes to contribute at the time the firm is wound up.

Synonym:

Model-Generated Definition:

A kind of corporation. A valid occurrence satisfies the following necessary condition:

body limited by guarantee principals agreement

Definition: The formal agreement between the principals of a body limited by guarantee.

Synonym:

Model-Generated Definition:

A kind of organization covering agreement.

body of law

Definition: Some body of law, that is some set of laws, statutes, ordinances and the like.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

bond

Definition: A debt security, in which the authorized issuer owes the holders a debt and, depending on the terms of the bond, is obliged to pay interest (the coupon) and/or to repay the principal at a later date, termed maturity. It is a formal contract to repay borrowed money with interest at fixed intervals.

Synonym:

Model-Generated Definition:

A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

bond amortization payment terms

Definition:

Synonym:

Model-Generated Definition:

A kind of bond principal repayment terms set. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

bond bullet principal repayment terms set

Definition: Terms for payment of Principal as a single amount of payment of the full Principal.

Synonym:

Model-Generated Definition:

A kind of bond principal repayment terms set.

bond call terms set

Definition: The terms and conditions in which a bond can be redeemed by the issuer prior to its maturity. Usually a premium is paid to the bond owner when the bond is called.

Synonym:

Model-Generated Definition:

A kind of debt call terms. A valid occurrence may have the following properties:

bond continuous call type

Definition:

Synonym:

Model-Generated Definition:

bond coupon

Definition: Mechanism whereby an investor receives income from interest payments, which are usually made periodically.

Synonym: bond interest

Model-Generated Definition:

A kind of contractually defined numerical parameter and debt security interest amount.

bond coupon interest terms

Definition: Terms for payment of Interest on a Bond. These include terms for determining interest amounts, and terms for dates on which those amounts are to be paid.

Synonym:

Model-Generated Definition:

A kind of debt security interest payment terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

bond coupon structure type

Definition: A set of contractual terms defining the interest payments for a coupon of a bond, beginning with terms describing stepped or conditional coupon structures if these exist.

Synonym:

Model-Generated Definition:

A kind of contractual element. A valid occurrence satisfies the following necessary conditions:

bond equivalent yield (from package /Provisional/Market Data/Debt Temporal/DebtPricingYields/bond equivalent yield)

Definition: Yield determined on an equivalent basis to the yield of another bond. This is used to be able to realistically compare prices between debt instruments across different markets.

Synonym:

Model-Generated Definition:

A kind of relatively defined debt instrument yield. A valid occurrence satisfies the following necessary condition:

bond equivalent yield (from package /Informative/Derivatives/Rate Derivatives Ext/RateDerivativesExt/bond equivalent yield)

Definition:

Synonym:

Model-Generated Definition:

A kind of interest rate treatment.

bond exchange closing price

Definition: The price at close of trading on a given trading day on an exchange.

Synonym:

Model-Generated Definition:

A kind of exchange traded bond price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

bond exchange high price

Definition: The highest valuation over the period specified.

Synonym:

Model-Generated Definition:

A kind of exchange traded bond price. A valid occurrence satisfies the following necessary conditions:

bond exchange last price

Definition: The last (or most recent) valuation.

Synonym:

Model-Generated Definition:

A kind of exchange traded bond price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

bond exchange low price

Definition: The lowest valuation over the period specified. Possibly but not necessarily based on a trade. Determined by the trading venue as to whether it's based on a trade or an offer. this can be regarded as a derived price. Price is based on a riule whil will cause one to pick a certain price type.

Synonym:

Model-Generated Definition:

A kind of exchange traded bond price. A valid occurrence satisfies the following necessary conditions:

bond exchange opening price

Definition: The value at the beginning of trading or opening of the market.

Synonym:

Model-Generated Definition:

A kind of exchange traded bond price. A valid occurrence may have the following properties:

bond extraordinary redemption

Definition:

Synonym:

Model-Generated Definition:

A kind of bond principal repayment terms set. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

bond fixed coupon

Definition: Mechanism whereby an investor receives income from interest payments, which are usually made periodically. These are for a fixed amount.

Synonym:

Model-Generated Definition:

A kind of bond coupon.

bond fixed coupon terms set

Definition: Terms for payment of Interest on a Bond, where this pays a fixed rate of interest.

Synonym:

Model-Generated Definition:

A kind of bond coupon interest terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

bond future

Definition: A future instrument where the underlying is a bond.

Synonym:

Model-Generated Definition:

A kind of interest rate future. A valid occurrence may have the following properties:

bond future standardized terms set

Definition: A set of standard terms for bond futures contracts, as set out by the derivatives exchange. Bond Futures contracts issued by and traded on that exchange will take on these terms or override them.

Synonym:

Model-Generated Definition:

A kind of interest rate future standardized terms set. A valid occurrence may have the following properties:

bond future underlying

Definition: The Bond which is the underlying instrument of a Bond Future contract.

Synonym:

Model-Generated Definition:

A kind of interest rate future debt underlying. A valid occurrence satisfies the following necessary condition:

bond insurance

Definition: Insurance on bond.

Synonym:

Model-Generated Definition:

A kind of insurance backed guaranty.

bond issuance program

Definition: A series of bond issuances over time.

Synonym:

Model-Generated Definition:

A kind of debt issuance program. A valid occurrence satisfies the following necessary condition:

bond issue information

Definition: Information about the Issuance of a Bond, which is maintained throughout the life of the Security.

Synonym:

Model-Generated Definition:

A kind of debt instrument issue information. A valid occurrence may have the following properties:

bond issue prospectus

Definition: The prospectus for the bond issue describes the terms of the issue and each of the instruments included in the bond issue. Term origin:SMER

Synonym:

Model-Generated Definition:

A kind of debt issue prospectus.

bond listing

Definition:

Synonym:

Model-Generated Definition:

A kind of security listing.

bond market

Definition:

Synonym:

Model-Generated Definition:

bond maturity registrar

Definition: The person or entity responsible for maintaining records on behalf of the issuer that identify the owners of a registered bond issue. The trustee under a bond contract often also acts as registrar.

Synonym:

Model-Generated Definition:

A kind of contract third party.

bond mid price

Definition:

Synonym:

Model-Generated Definition:

bond offer issue

Definition: An Issue of one or more Bonds, as all or part of an Offering of these bonds to the market.

Synonym:

Model-Generated Definition:

A kind of debt offer issue. A valid occurrence satisfies the following necessary condition:

bond offer issue with warrant

Definition: A bond issue where the issue includes a Warrant attached. Further notes: ISO 10962 CFI definition is A bond that is issued together with one or more warrant(s) attached as part of the offer, the warrant(s) granting the holder the right to purchase a designated security, often the common stock of the issuer of the debt, at a specified price. Review notes: This need not be any specific type of bond. The warrant is used as a sweetener to encourage people to subscribe to a new bond issue. The Bond and the Warrant trade together as a unit (called "Bond Unit").

Synonym:

Model-Generated Definition:

A kind of bond offer issue and Error12. A valid occurrence may have the following properties:

bond option

Definition: An option on a traded futures contract for a Bond. When exercised, the holder exercises the right to buy the future on a Bond, s/he does not exercise the right to buy a bond.

Synonym:

Model-Generated Definition:

A kind of debt derivative contract and option contract on futures. A valid occurrence satisfies the following necessary condition:

bond option underlying

Definition: The underlying on a Bond Option, which is the corresponding Bond Future contract on the same exchange.

Synonym:

Model-Generated Definition:

A kind of option on futures underlying.

bond option underlying transaction

Definition: A transaction which is defined in a bond option contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the purchase or sale of the deliverable underlying (in this case a bond) as defined in the option contract.

Synonym:

Model-Generated Definition:

A kind of financial securities secondary market transaction and optional underlying transaction. A valid occurrence may have the following properties:

bond pool

Definition: A pool investment consisting of a collection of Bonds.

Synonym:

Model-Generated Definition:

bond principal repayment terms set

Definition: Terms for the repayment of the Principal on a Bond security.

Synonym:

Model-Generated Definition:

A kind of tradable debt security redemption terms set.

bond redemption payment

Definition:

Synonym:

Model-Generated Definition:

A kind of contractually defined numerical parameter and timed parameter. A valid occurrence satisfies the following necessary condition:

bond trading context

Definition:

Synonym:

Model-Generated Definition:

A kind of secondary market trading context.

bond underlying

Definition:

Synonym:

Model-Generated Definition:

A kind of debt observable.

bond variable coupon

Definition:

Synonym:

Model-Generated Definition:

A kind of bond coupon. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

bond variable coupon terms set

Definition:

Synonym:

Model-Generated Definition:

A kind of bond coupon interest terms. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

bond with mandatory sinking fund

Definition: Bonds where the amortizing is via a sinking fund the details of which are mandated in the terms of the bond itself.

Synonym:

Model-Generated Definition:

A kind of amortizing bond. A valid occurrence satisfies the following necessary condition:

bond with partial call

Definition: A bond with a feature whereby the issue can be partially called for amounts that are at the discretion of the issuer.

Synonym:

Model-Generated Definition:

A kind of callable bond. A valid occurrence satisfies the following necessary condition:

bond with published sinking fund

Definition:

Synonym:

Model-Generated Definition:

A kind of amortizing bond. A valid occurrence may have the following properties:

bond with warrant

Definition: A bond issue where the issue includes a Warrant attached. This need not be any specific type of bond.

Synonym:

Model-Generated Definition:

A kind of bond.

Boolean value

Definition:

Synonym:

Model-Generated Definition:

A kind of atomic value. A valid occurrence satisfies the following necessary condition:

borrower (from package /Release/Financial Business And Commerce/Debt And Equities/Debt/borrower)

Definition: a party to a debt instrument that is obligated to repay the amount borrowed (principal) with interest and other fees according to the terms of the instrument

Synonym:

Model-Generated Definition:

A kind of contract party and debtor. A valid occurrence satisfies the following necessary conditions:

borrower (from package /Provisional/Securities/Debt/Debt Foundations/DebtFinance/borrower)

Definition:

Synonym:

Model-Generated Definition:

A kind of debtor. A valid occurrence satisfies the following necessary condition:

borrower data protection requirement (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of data protection requirement (please review). A valid occurrence satisfies the following necessary condition:

borrower disclosure requirement (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of disclosure requirement (please review). A valid occurrence satisfies the following necessary conditions:

borrower monthly income

Definition: total monthly qualifying income of the potential borrower

Synonym:

Model-Generated Definition:

A kind of monetary amount. A valid occurrence satisfies the following necessary condition:

borrower ongoing dated facts (please review)

Definition: Ongoing information about the borrower.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

borrower right (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of consumer right (please review).

borrowing capacity

Definition: an amount of money that an individual or organization can borrow

Synonym:

Model-Generated Definition:

A kind of legal capacity. A valid occurrence may have the following properties:

branch

Definition: A part of a business organization or company, identified as a branch.

Synonym:

Model-Generated Definition:

A kind of organizational sub unit.

branch of government

Definition: a division of the government of a state, with separate and independent powers and areas of responsibility so that the powers of one branch are not in conflict with the powers associated with the other branches

Synonym:

Model-Generated Definition:

A kind of government body.

brand name

Definition: A name with or without some strong image (usually legally defined), which identifies an organization or some part of product or service thereof.

Synonym:

Model-Generated Definition:

A kind of name.

bricks and mortar holding

Definition: A holding of built property.

Synonym:

Model-Generated Definition:

A kind of portfolio holding. A valid occurrence satisfies the following necessary condition:

bridging loan purpose

Definition:

Synonym:

Model-Generated Definition:

A kind of loan purpose.

brokerage account

Definition: an account offered by a broker that allows the investor to deposit funds and place investment orders

Synonym:

Model-Generated Definition:

A kind of investment account. A valid occurrence satisfies the following necessary conditions:

brokerage firm

Definition: a firm in the business of buying and selling securities, operating as both a broker and a dealer, depending on the transaction

Synonym:

Model-Generated Definition:

A kind of non-depository institution.

build america bond

Definition: Taxable municipal securities issued through December 31, 2010 under the American Recovery and Reinvestment Act of 2009 (ARRA). BABs may be direct pay subsidy bonds or tax credit bonds.

Synonym:

Model-Generated Definition:

A kind of municipal bond.

building

Definition: A discrete construction on its own foundations or pilings.

Synonym:

Model-Generated Definition:

A kind of built property. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

building sub unit

Definition: A discrete subdivision of some Building.

Synonym:

Model-Generated Definition:

A kind of built property.

building sub unit address fragment

Definition:

Synonym:

Model-Generated Definition:

A kind of postal address element. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

built property

Definition: Something which is constructed via construction methods; bricks and mortar.

Synonym:

Model-Generated Definition:

A kind of discrete physical thing. A valid occurrence satisfies the following necessary condition:

bulldog market

Definition: As for Yankee bond market but in UK instead of the US.

Synonym:

Model-Generated Definition:

A kind of notional financial marketplace.

bullet bond

Definition: A bond where the principal is paid off in a single payment on the scheduled maturity date.

Synonym:

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

bullet redemption payment

Definition:

Synonym:

Model-Generated Definition:

A kind of bond redemption payment. A valid occurrence satisfies the following necessary condition:

bullion

Definition: Any precious metal.

Synonym:

Model-Generated Definition:

A kind of negotiable commodity. A valid occurrence may have the following properties:

bullion measurement unit

Definition: Units in which bullion may be measured.

Synonym:

Model-Generated Definition:

A kind of unit of mass.

bullion physical delivery

Definition: Delivery of any precious metal.

Synonym:

Model-Generated Definition:

A kind of commodity physical delivery. A valid occurrence may have the following properties:

BullionTypeSelection

Definition: A type of bullion i.e. a metal which will be defined as a bullion commodity.

Synonym:

Model-Generated Definition:

bundle of resources (from package /Informative/Foundations/Transactions Ext/SupplyTransactions/bundle of resources)

Definition:

Synonym:

Model-Generated Definition:

A kind of economic resource.

bundle of resources (from package /Informative/Foundations/ProductsAndServicesExt/Products And Services Extensions/bundle of resources)

Definition:

Synonym:

Model-Generated Definition:

A kind of economic resource.

business

Definition:

  • Some entity set up for the purposes of carrying out some commercial activities for profit.
  • An organization or economic system where goods and services are exchanged for one another or for money. Every business requires some form of investment and enough customers to whom its output can be sold on a consistent basis in order to make a profit. Businesses can be privately owned, not-for-profit or state-owned. An example of a corporate business is PepsiCo, while a mom-and-pop catering business is a private enterprise.

Synonym:

Model-Generated Definition:

A kind of functional business entity. A valid occurrence satisfies the following necessary conditions:

business agent

Definition: An agent which is capable of causing some business event or providing some service in a business context.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

business agent context

Definition: A business process, work stream or other business area, in which various processes, actors, activities and so on are combined to achieve some business goal.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

business calendar code

Definition: The Calendar for a particular business center, which defines what are the working days in that center.

Synonym:

Model-Generated Definition:

A kind of code element.

business center

Definition: a municipality where business is conducted, especially one that is considered a financial center

Synonym:

Model-Generated Definition:

A kind of municipality.

business day

Definition: A working day as defined in the Business Calendar for a particular business center.

Synonym:

Model-Generated Definition:

A kind of calendar temporal unit. A valid occurrence satisfies the following necessary conditions:

business day adjustment

Definition: a convention that specifies what happens when a date falls on a day that is a weekend or a holiday in some business center

Synonym:

Model-Generated Definition:

A kind of convention. A valid occurrence satisfies the following necessary conditions:

business day convention (from package /Informative/Foundations/TimeExt/Time/business day convention)

Definition:

Synonym:

Model-Generated Definition:

A kind of convention.

business day convention (from package /Release/Foundations/Dates And Times/BusinessDates/business day convention)

Definition: a convention that enumerates the possible ways to handle a date that falls on a weekend or holiday

Synonym:

Model-Generated Definition:

A kind of convention.

business day type

Definition: When calculating the number of days between two dates the count includes only business days.

Synonym:

Model-Generated Definition:

A kind of day type.

business entity

Definition: an entity that is formed and administered as per commercial law in order to engage in business activities

Synonym:

Model-Generated Definition:

A kind of formal organization. A valid occurrence satisfies the following necessary conditions:

business function referent

Definition:

Synonym:

Model-Generated Definition:

A kind of synechdocal thing. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

business goal

Definition: A Goal is a state or condition of the enterprise to be brought about or sustained through appropriate Means.

Synonym:

Model-Generated Definition:

A kind of goal.

business license

Definition: a license that allows the holder to conduct business or carry out a specific profession within some jurisdiction for some period of time

Synonym:

Model-Generated Definition:

A kind of license. A valid occurrence satisfies the following necessary conditions:

business objective

Definition: an objective that reflects the strategic goals and direction of a business

Synonym:

Model-Generated Definition:

A kind of objective.

business recurrence interval

Definition: a recurrence interval that is specified using a business recurrence interval convention

Synonym:

Model-Generated Definition:

A kind of recurrence interval. A valid occurrence satisfies the following necessary condition:

business recurrence interval convention

Definition: a convention for modeling recurring days, such as the end of the month, a particular day of the month, a day of the week, or more specifically, a t-bill auction date

Synonym:

Model-Generated Definition:

A kind of convention.

business registration authority

Definition: a governmental registration authority that is responsible for maintaining a registry of business entities for a particular jurisdiction

Synonym:

Model-Generated Definition:

A kind of registration authority. A valid occurrence satisfies the following necessary conditions:

business registry

Definition: a registry for registering and maintaining information about business entities for a particular jurisdiction

Synonym:

Model-Generated Definition:

A kind of registry. A valid occurrence satisfies the following necessary conditions:

business registry entry

Definition: an entry in a business registry

Synonym:

Model-Generated Definition:

A kind of registry entry.

business site

Definition: An address from which a business entity carries out its business, such as a shop or offices. This is the address which is generally shown on advertising by that company.

Synonym:

Model-Generated Definition:

A kind of physical site. A valid occurrence may have the following properties:

business strategy

Definition: A plan, method, or series of maneuvers or stratagems for obtaining a specific business goal.

Synonym:

Model-Generated Definition:

A kind of strategy. A valid occurrence satisfies the following necessary condition:

buyer

Definition: a party that acquires, or agrees to acquire, ownership (in case of goods), or benefit or usage (in case of services), in exchange for money or other consideration under a contract of sale

Synonym:

  • buyer
  • purchaser

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

bylaw

Definition: Corporate bylaws are typically called Articles of Association in the United Kingdom, or Articles of Incorporation in the United States. In government usage, the term bylaws is used to describe laws, orders, regulations, rules, etc., made by a ministry, local authority (a municipality, for example), or public corporation, in accordance with the powers conferred by or delegated under a statue (called the parent act).

Synonym:

  • delegated legislation
  • byelaws

Model-Generated Definition:

A kind of law.

C
c b o deal

Definition: An issue of Collateralized Bond Obligation notes.

Synonym:

Model-Generated Definition:

A kind of collateralized obligation deal.

c b o instrument

Definition: A multitranche debt structure similar in some respects to a collateralized mortgage obligation (CMO) structure. Typically low-rated bonds rather than mortgages serve as the collateral. The organization creating and promoting the structure usually holds the underlying equity and may also collect a fee.

Synonym:

Model-Generated Definition:

A kind of cash c d o tranche.

c d o cashflow treatment structure

Definition: The way in which cash flows are handled in a CDO.

Synonym:

Model-Generated Definition:

A kind of method.

c d o deal

Definition: An Issue of a set of CDO tranches as part of an offering to the market.

Synonym:

Model-Generated Definition:

A kind of collateralized obligation deal. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

c d o issuing party

Definition: The party which issues the CDO on behalf of the sponsor. This is identified as being a Special Purpose Vehicle (SPV) set up specifically to issue the CDO. A CDO has a sponsoring organization, which establishes a special purpose vehicle to hold collateral and issue securities. Sponsors can include banks, other financial institutions or investment managers, as described below. Expenses associated with running the special purpose vehicle are subtracted from cash flows to investors. Often, the sponsoring organization retains the most subordinate equity tranch of a CDO.

Synonym:

Model-Generated Definition:

A kind of security issuer. A valid occurrence satisfies the following necessary condition:

c d o management style

Definition: The manner in which reference assets are managed during the life of a CDO.

Synonym:

Model-Generated Definition:

A kind of method.

c d o note

Definition: Collateralized Debt Obligation. This is a type of asset-backed security and is constructed from a portfolio of fixed income assets including corporate loans and mortgage backed securities. A special purpose vehicle (SPV) issues notes to investors in order to raise funds that are invested in a portfolio of those fixed income assets, held by the SPV as collateral for the notes. Further notes: Collateralized Debt Obligation, for example, ABS CDO which consists of a portfolio of different ABS bonds, and the payments to the holders of these trust certificates are derived from the cash flows of the ABS bonds. This CDO instrument is part of a CDO issue, consisting of individual CDO instruments of a given seniority. Often referred to as tranches and slices (Investopedia). Investopedia: Similar in structure to a collateralized mortgage obligation (CMO) or collateralized bond obligation (CBO), CDOs are unique in that they represent different types of debt and credit risk. In the case of CDOs, these different types of debt are often referred to as 'tranches' or 'slices'. Each slice has a different maturity and risk associated with it. The higher the risk, the more the CDO pays. Further details: Collateralized Debt obligations are securitized interests in pools of - generally non-mortgage - assets. Assets - called collateral - usually comprise loans or debt instruments. A CDO may be called a collateralized loan obligation (CLO) or collateralized bond obligation (CBO) if it holds only loans or bonds, respectively. Investors bear the credit risk of the collateral. Multiple tranches of securities are issued by the CDO, offering investors various maturity and credit risk characteristics.

Synonym:

Model-Generated Definition:

A kind of structured finance instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

c d o origination objective

Definition: The origin or motivation behind a CDO issue.

Synonym:

Model-Generated Definition:

A kind of objective.

c d o pool

Definition: A pool of CDO securities. The underlying of the CDO Squared is a pool of CDO instruments.

Synonym:

Model-Generated Definition:

A kind of structured finance instrument pool.

c d o portfolio

Definition: A portfolio in which the reference assets of the CDO are held.

Synonym:

Model-Generated Definition:

A kind of investment portfolio. A valid occurrence satisfies the following necessary conditions:

c d o portfolio manager

Definition: The portfolio manager for a managed CDO or arbitrage CDO (also called an asset manager). This assumes that the role is the same in both cases.

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

c d o portfolio trustee

Definition:

Synonym:

Model-Generated Definition:

A kind of trustee.

c d o reference obligation

Definition: A CDS Reference Obligation specifically defined for and referenced in a Synthectic CDO.

Synonym:

Model-Generated Definition:

A kind of c d s reference obligation. A valid occurrence satisfies the following necessary condition:

c d o squared deal

Definition: An issue of CDO Squared notes.

Synonym:

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

c d o squared instrument

Definition: CDOs where the underlying asset pool is CDOs.

Synonym:

Model-Generated Definition:

A kind of c d o note.

c d s cash settlement

Definition:

Synonym:

Model-Generated Definition:

A kind of c d s contingent delivery terms. A valid occurrence may have the following properties:

c d s cash settlement dealer

Definition: A party from whom quotations are obtained by the calculation agent on the reference obligation for purposes of cash settlement of a CDS.

Synonym:

Model-Generated Definition:

c d s cash settlement quotation method

Definition: The specification of the type of quotation rate to be obtained from each cash settlement reference bank. Further notes: For example, Bid, Offer or Mid-market. FpML Definition: The specification of the type of quotation rate to be obtained from each cash settlement reference bank.

Synonym:

Model-Generated Definition:

A kind of method.

c d s cash settlement valuation method

Definition: The defined methodology for determining the final price of the reference obligation for purposes of cash settlement. FpML: The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.

Synonym:

Model-Generated Definition:

A kind of method.

c d s contingent delivery commitment

Definition:

Synonym:

Model-Generated Definition:

A kind of contingent transaction commitment.

c d s contingent delivery side

Definition: The settlement of a CDS deal in the event that the events specified in the Contingent Leg of the deal take place.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

c d s contingent delivery terms

Definition: The settlement of a CDS deal in the event that the events specified in the Contingent Leg of the deal take place.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

c d s contingent settlement commitment

Definition:

Synonym:

Model-Generated Definition:

A kind of contingent transaction commitment.

c d s contingent transaction

Definition: The transaction which takes place in the event that the specified Credit Event in a Credit default Swap takes place. Deifnition Origin:SMER

Synonym:

Model-Generated Definition:

A kind of financial securities secondary market transaction. A valid occurrence satisfies the following necessary conditions:

c d s contingent transaction settlement

Definition: Settlement for the transaction agreed in the CDS, which takes place if the Credit Event takes place. This is the payment as agreed by the Protection Seller, who becomes the buyer of the Deliverable Obligation. Deifnition Origin:SMER

Synonym:

Model-Generated Definition:

A kind of settlement terms. A valid occurrence satisfies the following necessary condition:

c d s credit event

Definition:

Synonym:

Model-Generated Definition:

A kind of credit event. A valid occurrence satisfies the following necessary conditions:

c d s credit event reference

Definition:

Synonym:

Model-Generated Definition:

c d s fee leg stream

Definition: Terms defining the fee leg in a CDS contract

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

c d s fee payment commitment

Definition: The commitment in a Credit Default Swap, to pay the fee or fees for the credit protection.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

c d s fee payment schedule specification

Definition: A schedule expressing payment events and dates.

Synonym:

Model-Generated Definition:

A kind of c d s periodic payment schedule and regular schedule.

c d s party

Definition: Either party to a Credit Default Swap contract.

Synonym:

Model-Generated Definition:

A kind of swap party. A valid occurrence satisfies the following necessary condition:

c d s periodic payment schedule

Definition: The schedule of fixed amounts to be paid on specified payment dates.

Synonym:

Model-Generated Definition:

A kind of schedule.

c d s physical settlement

Definition: Physical settlement is where you deliver the reference obligation (e.g.a bond) itself. Deifnition Origin:SMER

Synonym:

Model-Generated Definition:

A kind of c d s contingent delivery terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

c d s reference entity

Definition: The legal entity on which the protection buyer is buying or selling protection and any successor that assumes all or substantially all of its contractual and other obligations. This is the legal entity to which a Credit Event refers, if the event is defined in relation to some legal entity.

Synonym:

Model-Generated Definition:

A kind of c d s credit event reference.

c d s reference obligation

Definition: The underlying obligation against which the CDS provides credit protection. The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity. It serves to clarify the precise reference entity protection is being offered upon, and its legal position with regard to other related firms (parents/subsidiaries).

Synonym:

Model-Generated Definition:

A kind of c d s credit event reference and underlier.

c f d holder

Definition:

Synonym:

Model-Generated Definition:

A kind of contract counterparty and derivative contract party.

c f d issuer

Definition: A party which issues or is the counterparty to a Contract For Difference.

Synonym:

Model-Generated Definition:

A kind of contract principal and derivative contract party.

c l o

Definition:

Synonym:

Model-Generated Definition:

A kind of collateralized obligation instrument. A valid occurrence satisfies the following necessary condition:

c l o deal

Definition: An issue of Collateralized Loan Obligations.

Synonym:

Model-Generated Definition:

A kind of collateralized obligation deal.

c m o deal

Definition: An issue of Collateralized mortgaged Obligations.

Synonym:

Model-Generated Definition:

A kind of collateralized obligation deal.

c p typical duration description

Definition: The formal description of the typical period of time which is the mayturity of a Commercial Paper instrument.

Synonym:

Model-Generated Definition:

A kind of duration description in calendar temporal unit. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

calculated date (from package /Informative/Foundations/TimeExt/Time/calculated date)

Definition: A Date which is calculated according to some defined formula or calculation method. The results of such calculation are not known in the present, e.g. one or more parameters for the calculation are not yet known.

Synonym:

Model-Generated Definition:

A kind of determined date.

calculated date (from package /Release/Foundations/Dates And Times/FinancialDates/calculated date)

Definition: a date that is or will be calculated in some way

Synonym:

Model-Generated Definition:

A kind of date.

calculated date offset

Definition:

Synonym:

Model-Generated Definition:

A kind of calculated time offset.

calculated payout commitment

Definition:

Synonym:

Model-Generated Definition:

A kind of option payout commitment.

calculated price

Definition: a monetary price determined by a formula

Synonym:

Model-Generated Definition:

A kind of monetary price. A valid occurrence satisfies the following necessary condition:

calculated time offset

Definition:

Synonym:

Model-Generated Definition:

A kind of determined temporal thing and time offset. A valid occurrence satisfies the following necessary condition:

calculation agent

Definition: The entity which carries out the valuation of an underlying asset, or from which the valuation of the underlying is to be taken.

Synonym:

Model-Generated Definition:

calculation agent adjustment method

Definition: The calculation agent has the right to adjust the terms following a corporate event

Synonym:

Model-Generated Definition:

A kind of forward contract adjustment method.

calculation formula

Definition: a mathematical formula that transforms one or more inputs into an amount or number of something

Synonym:

Model-Generated Definition:

A kind of formula.

calculation period

Definition: a date period defined as the number of days from the start of the calculation period to the scheduled end date of the period

Synonym:

Model-Generated Definition:

A kind of date period. A valid occurrence may have the following properties:

calculation period length

Definition: an explicit duration defined as the number of days from the adjusted effective or start date to the adjusted termination or end date calculated in accordance with the applicable day count fraction

Synonym:

Model-Generated Definition:

A kind of explicit duration.

calendar day

Definition: A day. This is the time it takes the Sun to orbit the Earth, without any additional qualifications or rules applied.

Synonym:

Model-Generated Definition:

A kind of calendar temporal unit.

calendar day type (from package /Informative/Foundations/TimeExt/Time/calendar day type)

Definition: When calculating the number of days between two dates the count includes all calendar days.

Synonym:

Model-Generated Definition:

A kind of day type.

calendar day type (from package /Provisional/Securities/Debt/Debt Foundations/DebtCashflowTerms/calendar day type)

Definition: Calendar is defined in terms of either a Calendar Day or a Business Day.

Synonym:

Model-Generated Definition:

calendar period

Definition: an enumeration that indicates whether a CalendarSpecifiedDate is figured with respect to a calendar week, a calendar month, a calendar quarter, or a calendar year

Synonym:

Model-Generated Definition:

A kind of time interval.

calendar specified interval

Definition: a RecurrenceInterval that is specified as the nth day of some CalendarPeriod (such as a calendar month), and a TimeDirection (forward from the beginning of the month, or backwards from the end).

The nth day is an ordinal number, not a cardinal number. '1' means the first day of the calendar period.

Synonym:

Model-Generated Definition:

A kind of recurrence interval. A valid occurrence satisfies the following necessary conditions:

calendar temporal unit

Definition: A Temporal Unit (measure of time) which is to be found in a regular calendar, i.e. a day, month etc., as distinct from units with additional parameters such as business days.

Synonym:

Model-Generated Definition:

A kind of temporal unit.

call date

Definition: Date on which the instrument may be called.

Synonym:

Model-Generated Definition:

A kind of scheduled event date.

call event

Definition: an event associated with the call schedule for a debt instrument

Synonym:

Model-Generated Definition:

A kind of occurrence kind.

call feature

Definition: a redemption provision defining the schedule and price of redemption prior to maturity

Synonym: call provision

Model-Generated Definition:

A kind of tradable debt instrument redemption provision. A valid occurrence satisfies the following necessary conditions:

call notification provision

Definition: a provision of a call feature defining notification requirements

Synonym:

Model-Generated Definition:

A kind of tradable debt instrument redemption provision. A valid occurrence may have the following properties:

call of issue

Definition: The calling back of an Issue of a Traded Security by the Issuer.

Synonym:

Model-Generated Definition:

A kind of redemption event. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

call option buyer

Definition: The Party which is the buyer of the Call Option. This party has the option but not the obligation to transact as the Buyer of the Option Underlying.

Synonym:

Model-Generated Definition:

A kind of option buyer.

call option contract

Definition: Contracts between a buyer and a seller giving the buyer (holder) the right, but not the obligation, to buy the assets specified at a fixed price or formula, on or before a specified date. The seller of the call option assumes the obligation of delivering the assets specified should the buyer exercise his option.

Synonym:

Model-Generated Definition:

A kind of option contract. A valid occurrence satisfies the following necessary conditions:

call option type

Definition:

Synonym:

Model-Generated Definition:

A kind of option type.

call option writing party

Definition: The Party which is the writer of the Call Option. This party has the obligation to transact as the Seller of the Option Underlying.

Synonym:

Model-Generated Definition:

A kind of option writing party.

call premium

Definition: an amount over par that an issuer must pay an investor to redeem the security early

Synonym:

Model-Generated Definition:

A kind of monetary price.

call price

Definition: a price at which a debt instrument with a call feature may be redeemed by the issuer

Synonym: redemption price

Model-Generated Definition:

A kind of monetary price.

call schedule (from package /Provisional/Securities/Debt/Bonds/BondsCashflowTerms/call schedule)

Definition:

Synonym:

Model-Generated Definition:

A kind of schedule. A valid occurrence may have the following properties:

call schedule (from package /Release/Securities/Debt/DebtInstruments/call schedule)

Definition: a schedule that defines the events associated with the call feature of a debt instrument, i.e, the dates on which the debt instrument may be called (recalled) at what price by the issuer

Synonym:

Model-Generated Definition:

A kind of schedule. A valid occurrence satisfies the following necessary conditions:

call schedule listing

Definition: Schedule of dates on which a Traded Security can be Called (recalled) by the Issuer.

Synonym:

Model-Generated Definition:

A kind of ad hoc schedule and call schedule. A valid occurrence satisfies the following necessary condition:

call type

Definition: Way in which a call will be executed, which is by Lottery or Pro-Rata.

Synonym:

Model-Generated Definition:

A kind of method.

call window

Definition: an explicit period of time prior to a call date during which an issuer or agent must give notice to holders

Synonym:

Model-Generated Definition:

A kind of date period.

callable bond

Definition:

Synonym:

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

callable convertible bond

Definition: A Convertible Bond which is also callable.

Synonym:

Model-Generated Definition:

A kind of callable bond and convertible bond. A valid occurrence satisfies the following necessary conditions:

Canadian consumer price index

Definition: an economic indicator representing a measure of changes over time in the prices of a fixed basket of consumer goods and services that Canadian private households consume

Synonym:

Model-Generated Definition:

A kind of consumer price index and expression. A valid occurrence satisfies the following necessary conditions:

Canadian Dollar Offered Rate

Definition: a daily interbank offered rate based on the trimmed arithmetic average of the rates at which CDOR submitters would be willing to lend funds for specific terms-to-maturity against the primary market issuance of Banker's Acceptances to clients with existing credit facilities that reference CDOR (i.e. bid-side rates of the primary BA market)

Synonym:

Model-Generated Definition:

A kind of interbank offered rate.

Canadian households consumers universe

Definition: a statistical universe consisting of all private households in Canada, with the exception of soldiers on military bases, people living on First Nations reserves, institutionalized persons, and households living in the rural areas of the three northern territories

Synonym:

Model-Generated Definition:

A kind of civilian non-institutional population. A valid occurrence satisfies the following necessary conditions:

Canadian producer price index

Definition: an economic indicator representing a measure of the change over time in the prices of a fixed-basket of domestic producer goods and services

Synonym:

Model-Generated Definition:

A kind of producer price index. A valid occurrence satisfies the following necessary condition:

canary exercise convention

Definition:

Synonym:

Model-Generated Definition:

A kind of bermuda exercise convention.

canon law system

Definition: The body of laws & regulations made or adopted by ecclesiastical authority, for the government of the Christian organization and its members.

Synonym:

Model-Generated Definition:

A kind of religious law system.

cap determination

Definition: The Strike rate is to be subtracted from the Observable rate on the reset date, to determine the settlement amount. This is incorrect. Cap applies to borrower. the Cap is the max amount I will pay to borrow. I take a capped rate. I am the buyer of the option. The market rate this time is higher than the capped rate. You as the seller of the option will pay me thedifference bwteen the capped rate and the market reate. If the market rate is lower than the capped rate no one pays anything because I will not exercise my right to that capped rate. So no money changes hands at settlement. Then: capped Loan: What I would be paying would be interest at the market rate if the market rate is lower, but if the market rate is higher then I would pay interest at the capped rate. This is the difference between a cap as a loan or as a cash settled thing. These represent different kinds of contract: Non loan one: Cap talks of settlement being difference between the market rate and the strike rate. This is cash settled. Name: "Cap" Loan one: Cap talks about a maximum interest rate payable by the holder, so the holder pays an amount each time, up to a maximum which is the Cap rate. Name: "Capped Loan" What manner of thin is this? A loan. Its ancestors are not OTC derivatives contracts thet are Loan.

Synonym:

Model-Generated Definition:

A kind of cap or floor determination.

cap loan

Definition:

Synonym:

Model-Generated Definition:

A kind of loan contract.

cap or floor determination

Definition: Whether a given thing is treated as a Cap (something goes no higher than this amount) or as a Floor (something goes no lower than this).

Synonym:

Model-Generated Definition:

A kind of method.

capability (from package /Release/Foundations/Places/Facilities/capability)

Definition: A capability represents the ability to perform a particular type of work and may involve people with particular skills and knowledge, intellectual property, defined practices, operating facilities, tools and equipment.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

capability (from package /Informative/Foundations/Social Constructs Ext/SocialConstructs/capability)

Definition: The ability of a thing to do or have done to it

Synonym:

Model-Generated Definition:

capacity

Definition: The right to do a thing along with the actual e.g. physical ability to do that thing.

Synonym:

Model-Generated Definition:

A kind of ability and right.

capital

Definition: financial capital, which represents obligations, and is liquidated as money for trade, and owned by legal entities

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

capital productivity, based on value added

Definition: a ratio of a quantity index of value added to a quantity index of capital input

Synonym:

Model-Generated Definition:

A kind of productivity.

capital surplus

Definition: Capital surplus is that amount which a firm raises in excess of the par value (nominal value) of the shares (common stock).

Synonym:

Model-Generated Definition:

A kind of equity.

capital-labor multifactor productivity (MFP), based on value added

Definition: a ratio of a quantity index of value added to a quantity index of combined labor and capital input

Synonym:

Model-Generated Definition:

A kind of productivity.

capital-labor-energy-materials multifactor productivity

Definition: a ratio of a quantity index of gross output to a quantity index of combined inputs

Synonym: KLEMS multifactor productivity

Model-Generated Definition:

A kind of productivity.

cash

Definition: Something that is widely accepted in payment for goods and services and in settling debts.

Synonym:

Model-Generated Definition:

cash a b s pool

Definition: A pool investment consisting of a collection of cash ABS instruments.

Synonym:

Model-Generated Definition:

A kind of cash structured finance instrument pool.

cash asset backed security instrument

Definition: An asset-backed security is a type of bond or note that is based on pools of assets, or collateralized by the cash flows from a specified pool of underlying assets. Assets are pooled to make otherwise minor and uneconomical investments worthwhile, while also reducing risk by diversifying the underlying assets.

Synonym:

Model-Generated Definition:

A kind of pool backed security instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

cash balance

Definition: A balance of cash. This is identified as an amount of cash which is denominated with a currency.

Synonym:

Model-Generated Definition:

A kind of ledger balance. A valid occurrence satisfies the following necessary conditions:

cash c d o

Definition: A CDO which has an uderlying portfolio of assets which are held by the issuer.

Synonym:

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

cash c d o tranche

Definition:

Synonym:

Model-Generated Definition:

A kind of c d o note and cash structured finance instrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

cash call option

Definition: Option to purchase cash at an agreed rate on an agreed date.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

cash closeout

Definition: Closeout of the contract in the form of the cash equivalent of the asset or commodity rather than the underlying asset or commodity itself.

Synonym:

Model-Generated Definition:

A kind of forward delivery terms set. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

cash currency

Definition: Money in the form of promissory notes issued by some central bank.

Synonym:

Model-Generated Definition:

A kind of promissory note. A valid occurrence satisfies the following necessary condition:

cash delivery commitment

Definition: Commitment to deliver cash at the earliest available date as per settlement convention. This is the same date as a settlement date when the corresponding cash is made available in the other currency, in settlement for this amount.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

cash instrument

Definition: a financial instrument whose value is ascertained directly by markets and that can be converted into cash quickly with minimal impact on the price received

Synonym:

Model-Generated Definition:

A kind of financial instrument.

cash issuer

Definition: The issuer and underwriter of cash. This takes the form of some Central Bank.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

cash or nothing payout commitment

Definition: A commitment to pay out on a binary option, as cash or nothing.

Synonym:

Model-Generated Definition:

A kind of binary payout commitment.

cash out status

Definition: a category indicating the extent to which funds are released to the borrower on a new loan origination that is refinancing an existing loan

Synonym:

Model-Generated Definition:

A kind of classifier.

cash put option

Definition: Option to sell cash at an agreed rate on an agreed date.

Synonym:

Model-Generated Definition:

cash securities delivery

Definition: Delivery of a security in cash

Synonym:

Model-Generated Definition:

A kind of security delivery type (please review).

cash settled forward contract

Definition:

Synonym:

Model-Generated Definition:

A kind of commodity forward contract. A valid occurrence satisfies the following necessary condition:

cash structured finance instrument

Definition: A structured finance instrument with a real asset underlying.

Synonym:

Model-Generated Definition:

A kind of bond and structured finance instrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

cash structured finance instrument pool

Definition: A pool investment consisting of a collection of cash structured finance instruments.

Synonym:

Model-Generated Definition:

A kind of structured finance instrument pool.

cash structured finance instrument price

Definition: When the price is above a certain level (70), you get a quote in reference to an index e.g. LIBOR+50bp i.e. the yield. When you get below a certain price you get a quote such as 65c to a dollar. Percentage? not seen. Would be a whole number, interpreted as c/$

Synonym:

Model-Generated Definition:

A kind of debt security price.

cashflow c d o

Definition: A cash-flow CDO is analogous to a CMO. Cash flows from collateral are used to pay principal and interest to investors. If such cash flows prove inadequate, principal and interest is paid to tranches according to seniority. At any point in time, all immediate obligations to a given tranch are met before any payments are made to less senior tranches.

Synonym:

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

cashflow commitment

Definition: A legal or contractual commitment to some cash flows in the future.

Synonym:

Model-Generated Definition:

A kind of contractually defined benefit.

cashflow expression (from package /Release/Derivatives/Derivatives Contracts/DerivativesBasics/cashflow expression)

Definition: an expression that specifies a calculation of a cash flow as a component of a cashflow formula

Synonym:

Model-Generated Definition:

A kind of expression.

cashflow expression (from package /Release/Derivatives/Derivatives Contracts/DerivativesCashflowTerms/cashflow expression)

Definition:

Synonym:

Model-Generated Definition:

A kind of expression.

cashflow formula (from package /Release/Derivatives/Derivatives Contracts/DerivativesBasics/cashflow formula)

Definition: a formula for determining cashflows for a derivative instrument

Synonym:

Model-Generated Definition:

A kind of formula. A valid occurrence satisfies the following necessary condition:

cashflow formula (from package /Release/Derivatives/Derivatives Contracts/DerivativesCashflowTerms/cashflow formula)

Definition:

Synonym:

Model-Generated Definition:

A kind of formula. A valid occurrence satisfies the following necessary condition:

cashflow structure

Definition: The source of funds for the CDO is cashflow. this means that cash flows from collateral are used to pay principal and interest to investors.

Synonym:

Model-Generated Definition:

A kind of c d o cashflow treatment structure.

cashflow terms (from package /Release/Derivatives/Derivatives Contracts/DerivativesCashflowTerms/cashflow terms)

Definition:

Synonym:

Model-Generated Definition:

A kind of contract terms set. A valid occurrence satisfies the following necessary condition:

cashflow terms (from package /Release/Derivatives/Derivatives Contracts/DerivativesBasics/cashflow terms)

Definition: terms setting out a cashflow structure of payments committed to by one party to a contract

Synonym:

Model-Generated Definition:

A kind of debt terms and derivative transaction terms.

CashflowTermsSet

Definition:

Synonym:

Model-Generated Definition:

catalog

Definition: a list of goods and/or services available for sale with their description and possibly prices, published as a printed or electronic document (e-catalog)

Synonym:

Model-Generated Definition:

A kind of publication. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

CDOTrancheSenioritySelection

Definition: The seniority of a tranche of a CDO issue.

Synonym:

Model-Generated Definition:

central bank

Definition: a financial institution that is the monetary authority and major regulatory bank for a country (or group of countries)

Synonym:

Model-Generated Definition:

A kind of Bank and monetary authority. A valid occurrence may have the following properties:

central counterparty clearing house

Definition: a clearing house that helps facilitate trading in derivatives and equities markets

Synonym:

Model-Generated Definition:

A kind of clearing house.

central securities depository

Definition: a functional entity that provides a central point for depositing financial instruments ('securities'), for example bonds and shares

Synonym:

Model-Generated Definition:

A kind of financial service provider.

certificate

Definition: Some formal written document prepared by some party which is typically regarded as an authority in the subject matter, setting out some formal position in respect of some other party, which may be used by that party as a point of reference about that subject matter to the world at large.

Synonym:

Model-Generated Definition:

A kind of written information. A valid occurrence satisfies the following necessary conditions:

certificate of deposit

Definition: A certificate of deposit (CD) is a money market instrument issued by a depository institution as evidence of a time deposit.

Synonym:

Model-Generated Definition:

A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

certificate of obligation

Definition: A Certificate of Obligation is a form of debt available to governing councils in case of emergency – a God-created catastrophe – that needs immediate action without time for voter referendum. For example, when a hurricane destroys the police and emergency services building, there is no time to go through the process of voter referendum. The local council must be able to borrow the money to set up provisional buildings and necessary equipment for police and emergency services so that the community is served in continuity.

Synonym:

Model-Generated Definition:

A kind of municipal security.

certificate of participation

Definition: An instrument evidencing a pro rata share in a specific pledged revenue stream, usually lease payments by the issuer that are typically subject to annual appropriation. The certificate generally entitles the holder to receive a share, or participation, in the payments from a particular project. The payments are passed through the lessor to the certificate holders. The lessor typically assigns the lease and the payments to a trustee, which then distributes the payments to the certificate holders.

Synonym:

Model-Generated Definition:

A kind of municipal security.

Charge

Definition:

Synonym:

Model-Generated Definition:

A kind of Dimension.

charge cateogry

Definition: a category indicating what a charge is for (e.g. closing costs, interest)

Synonym:

Model-Generated Definition:

A kind of classifier.

chartered legal person

Definition: a legal person created by a royal charter or decree

Synonym:

Model-Generated Definition:

A kind of juridical person.

chief executive officer

Definition: Top executive responsible for a firm's overall operations and performance. He or she is the leader of the firm, serves as the main link between the board of directors (the board) and the firm's various parts or levels, and is held solely responsible for the firm's success or failure. One of the major duties of a CEO is to maintain and implement corporate policy, as established by the board. Also called President or managing director, he or she may also be the chairman (or chairperson) of the board.

Synonym:

Model-Generated Definition:

A kind of corporate officer and executive board member.

chief financial officer

Definition: Senior-most executive responsible for financial control and planning of a firm or project. He or she is in charge of all accounting functions including (1) credit control, (2) preparing budgets and financial statements, (3) coordinating financing and fund raising, (4) monitoring expenditure and liquidity, (5) managing investment and taxation issues, (6) reporting financial performance to the board, and (7) providing timely financial data to the CEO. Also called chief finance officer, comptroller, controller, or finance controller.

Synonym:

Model-Generated Definition:

A kind of corporate officer and executive.

chooser option contract

Definition:

Synonym:

Model-Generated Definition:

A kind of option contract. A valid occurrence satisfies the following necessary conditions:

city

Definition: An urban center defined as a geopolitical entity, that is one coming under one or more specific adminstrations

Synonym:

Model-Generated Definition:

A kind of municipal area. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

civil law

Definition: The branch of the law dealing with disputes between individuals or organizations, in which compensation may be awarded to the victim.

Synonym:

Model-Generated Definition:

A kind of common law.

civil law jurisdiction

Definition: a civil law jurisdiction

Synonym:

Model-Generated Definition:

A kind of jurisdiction. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

civil law system

Definition: a legal system originating in Europe, intellectualized within the framework of late Roman law, and whose most prevalent feature is that its core principles are codified into a referable system which serves as the primary source of law

Synonym:

Model-Generated Definition:

A kind of legal system. A valid occurrence satisfies the following necessary condition:

civilian

Definition: a person that is not a member of the military (i.e., that is not on active duty)

Synonym:

Model-Generated Definition:

A kind of legally capable person.

civilian labor force

Definition: a subset of the civilian, non-institutional population considered to be part of the labor force during a given reporting period

Synonym:

Model-Generated Definition:

A kind of civilian non-institutional population.

civilian labor force participation rate

Definition: an economic indicator representing the rate of participation the labor force of a given economy for some specified period

Synonym:

Model-Generated Definition:

A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:

civilian non-institutional population

Definition: a statistical universe consisting of people of a certain age who reside in a given region, do not live in institutions (for example, correctional facilities, long-term care hospitals, and nursing homes), and are not on active military duty

Synonym:

Model-Generated Definition:

A kind of statistical universe. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • has member at least one occurrence of (Unnamed Class).
claim

Definition: A claim by one party on another, which arises from the existence of a Commitment agreed upon between those parties or as implicitly agreed upon through the operation of Law or Constitution.

Synonym:

Model-Generated Definition:

A kind of legal construct. A valid occurrence may have the following properties:

classification scheme

Definition: a system for allocating classifiers (elements in a classification scheme) to objects, similar to identifiers in some cases; such classification schemes are intended to permit the classification of arbitrary objects into hierarchies (or partial orders)

Synonym:

Model-Generated Definition:

A kind of arrangement. A valid occurrence may have the following properties:

classifier

Definition: a standardized classification or delineation for something, per some scheme for such delineation, within a specified context

Synonym:

Model-Generated Definition:

A kind of reference. A valid occurrence satisfies the following necessary conditions:

claw back call

Definition:

Synonym:

Model-Generated Definition:

A kind of entire call.

clean price

Definition: A bond or debt instrument price that does not include accrued interest.

Synonym:

Model-Generated Definition:

A kind of debt security price.

clearing bank

Definition: a commercial bank that facilitates payment and settlement of financial transactions, such as check clearing or facilitating trades between the sellers and buyers of securities or other financial instruments or contracts

Synonym:

Model-Generated Definition:

A kind of clearing house and commercial bank.

clearing corporation

Definition: a clearing house that is organized as a corporation

Synonym:

Model-Generated Definition:

A kind of clearing house. A valid occurrence satisfies the following necessary condition:

clearing house

Definition: a financial service provider that is exchange affiliated and provides clearing services, including the validation, delivery, and settlement of financial transactions, for financial intermediaries

Synonym:

Model-Generated Definition:

A kind of financial service provider. A valid occurrence satisfies the following necessary condition:

clearing participant

Definition: People who are members of the exchange who are allowed to clear the trades. There are various categories of entities which are participating in this full process: FTrading Member Clearing Member Entity which does both for itself (not professionally carrying out the clearing for other

Synonym:

Model-Generated Definition:

A kind of trading participant.

clearing service

Definition: a service provided to financial institutions including the validation, delivery, and settlement of financial transactions

Synonym:

Model-Generated Definition:

A kind of financial service.

client

Definition: a party that purchases professional services from, or has a formal relationship to purchase services from another party

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary conditions:

client identifier

Definition: an identifier for a client

Synonym:

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

close time

Definition:

Synonym:

Model-Generated Definition:

A kind of valuation time type.

closed end loan contract

Definition: a loan contract that has an amount borrowed for a fixed amount of time, and is not considered open ended

Synonym:

Model-Generated Definition:

A kind of debt instrument and loan contract. A valid occurrence satisfies the following necessary condition:

closing price determination method

Definition: The way in which a price is determined, usually by an exchange or trading venue, for example when publishing a closing price.

Synonym:

Model-Generated Definition:

A kind of price determination method.

club

Definition: An informal organization formed to pursue some common interest among its members

Synonym:

Model-Generated Definition:

A kind of legitimate organization.

COCO bondholder

Definition: Holder of bank bonds which convert to equity holdings in a bank.

Synonym:

Model-Generated Definition:

A kind of party holding some option for control.

code element

Definition: a sequence of characters, capable of identifying that with which it is associated for some purpose, within a specified context, i.e., a code set, according to a pre-established set of rules

Synonym:

Model-Generated Definition:

A kind of reference. A valid occurrence satisfies the following necessary conditions:

code set

Definition: A system of valid symbols that substitute for specified values, e.g., alpha, numeric, symbols and/or combinations

Synonym:

Model-Generated Definition:

A kind of arrangement. A valid occurrence may have the following properties:

Coherent Derived Unit

Definition:

Synonym:

Model-Generated Definition:

A kind of derived unit.

Coherent System Of Units

Definition:

Synonym:

Model-Generated Definition:

A kind of system of units.

coinage

Definition: Money in the form of coins minted by some authorized mint.

Synonym:

Model-Generated Definition:

A kind of continuous physical stuff. A valid occurrence may have the following properties:

collateral (from package /Provisional/Securities/Debt/Debt Foundations/DebtFinance/collateral)

Definition: Assets pledged in the provision of debt or loan products or securities.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

collateral (from package /Release/Financial Business And Commerce/Debt And Equities/Debt/collateral)

Definition: an asset offered as security, pledged as an inducement to another party, to lend money, extend credit, or provision securities

Synonym:

Model-Generated Definition:

A kind of asset. A valid occurrence may have the following properties:

collateral dated facts (please review)

Definition: What information is kept about different kinds of asset? Example: HJouse: Building structure, the land (these are non date facts), quality of the title. If car, information, identify (registration, VIN etc.); insurance and so on. Insurance is a dated fact. If a car is collateral., you would collect updated information on an ongoing basis. this happens though registering an interest in the vehicle. Insurance companies undertake not to cancel insutrance without notifying lender if there is a lein. so they regfister an interest in a motor vehicle. so some of this event driven, some is dated, some is static. Also: Flood plain risk, flood insurance on the asset.

Synonym:

Model-Generated Definition:

A kind of security interest dated facts (please review). A valid occurrence satisfies the following necessary condition:

collateral provider (please review)

Definition: Party which provides collateral for the Loan.

Synonym:

Model-Generated Definition:

A kind of loan third party (please review).

collateralized debt

Definition: Debt issued under some Security, with some Collateral.

Synonym:

Model-Generated Definition:

A kind of publicly issued debt. A valid occurrence satisfies the following necessary condition:

collateralized guaranty

Definition: Guaranty which takes the form of some Collateral. e.g. if a Security is guaranteed by collateral, assets (the Collateral) are pledged to a lender until a loan is repaid.

Synonym:

Model-Generated Definition:

A kind of guaranty. A valid occurrence satisfies the following necessary condition:

collateralized obligation deal

Definition:

Synonym:

Model-Generated Definition:

A kind of debt offer issue.

collateralized obligation instrument

Definition: Pending further investigation. At present: CDO = issued against pool of securities MBS = issued against pool of individual debts (base loans) Action: identify if this is the case. Option 1: Model as it was; Option 2: Add a level of detail in between, whereby there is a pool of pools or some other such thing Option 3: this is a terminological thing only in that CDOs are never referred to as a parent of CMO for purely teerminological reasons as per ABS v MBS in which case we would add in a terminological layer.

Synonym:

Model-Generated Definition:

A kind of structured finance instrument.

collateralized secured loan

Definition: Loan in which some asset is provided as collateral to the loan.

Synonym:

Model-Generated Definition:

A kind of secured loan. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

collection

Definition: A set of things collected together for some purpose.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Combination Mortgage

Definition:

Synonym:

Model-Generated Definition:

A kind of mortgage loan purpose.

combined loan to value ratio percent

Definition: the ratio of the total amount of debt that is secured by the property to the value of the property relied on.

Synonym:

Model-Generated Definition:

A kind of percentage monetary amount.

combined statistical area

Definition: a combination of adjacent metropolitan and micropolitan areas with economic ties measured by commuting patterns

Synonym:

Model-Generated Definition:

A kind of statistical area. A valid occurrence satisfies the following necessary condition:

commerce

Definition: the commercial activity of buying and selling goods

Synonym:

Model-Generated Definition:

A kind of commercial activity.

commercial activity

Definition: the context of carrying out trade and other commercial, i.e., for-profit activities

Synonym:

Model-Generated Definition:

commercial bank

Definition: a bank that provides services, such as accepting deposits, giving business loans and auto loans, mortgage lending, and basic investment products like savings accounts and certificates of deposit

Synonym:

Model-Generated Definition:

A kind of Bank. A valid occurrence satisfies the following necessary condition:

commercial finance company

Definition: a finance company that makes loans to manufacturers and wholesalers, secured by accounts receivable, inventories, and equipment

Synonym: commercial credit company

Model-Generated Definition:

A kind of finance company.

commercial loan

Definition: Loan extended for a commercial purpose. Further notes: Commercial Loans: Talk about property like office building. Borrower is a small business or corporation. Meanings: Loan extended for a commercial purpose versus Loan extended to a corporate entity Example: Aus: Nature of security e.g. private property versus commercial property being pledged as security, as there are different requirements on these. Also legislation on commercial lending by governments (business strategy etc.).

Synonym:

Model-Generated Definition:

A kind of loan drawdown. A valid occurrence satisfies the following necessary condition:

commercial loan borrower

Definition: The borrower of a Commercial Loan

Synonym:

Model-Generated Definition:

A kind of loan borrower. A valid occurrence satisfies the following necessary condition:

commercial m b s

Definition:

Synonym:

Model-Generated Definition:

A kind of mortgage backed security instrument.

commercial paper

Definition: Commercial paper (CP) is unsecured short-term promissory notes issued primarily by corporations, although there are also municipal and sovereign issuers (not included in this definition).

Synonym:

Model-Generated Definition:

A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

commercial paper issuer

Definition: Any entity that issues Commercial Paper. This includes corporations but the Special Purpose Entities that issue Asset Backed Commercial Paper (ABCP) and some mutual funds also issue CP. Can also be a banks, an institution, pretty much anything. There are no hard and fast criteria for this. Therefore this is defined as being any kind of Organization or any kind of Government.

Synonym:

Model-Generated Definition:

A kind of security issuer. A valid occurrence satisfies the following necessary condition:

commitment

Definition: A legal construct which represents the undertaking on the part of some party to act or refrain from acting in some manner.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

commitment at large

Definition: a commitment made by some party without direct involvement from the potential beneficiaries of that commitment

Synonym:

Model-Generated Definition:

A kind of unilateral commitment.

Commitment Discrete Item

Definition:

Synonym:

Model-Generated Definition:

A kind of contractual commitment.

commitment to fund

Definition: a commitment that obliges the lender to provide funds pursuant to a loan contract

Synonym:

Model-Generated Definition:

A kind of commitment to pay.

commitment to pay

Definition: a commitment obliging one party to make a payment to another party (e.g. to fund a loan, make payments, pay origination fees)

Synonym:

Model-Generated Definition:

A kind of payment obligation. A valid occurrence satisfies the following necessary conditions:

commitment to repay

Definition: a commitment obliging the borrower to repay funds that have been loaned, in a manner pursuant to a loan contract

Synonym:

Model-Generated Definition:

A kind of commitment to pay. A valid occurrence satisfies the following necessary conditions:

commitment to report

Definition: a commitment obliging a party to deliver a report

Synonym:

Model-Generated Definition:

A kind of commitment.

committed credit facility

Definition: A credit facility which has been formally agreed between a potential lender and a potential borrower.

Synonym:

Model-Generated Definition:

A kind of credit facility. A valid occurrence satisfies the following necessary condition:

committed credit facility tranche

Definition: A contractually committed line of credit which is issued as a revolving line of credit which can be drawn upon and has collateral

Synonym:

Model-Generated Definition:

A kind of committed credit facility and credit facility tranche.

commodities option

Definition: An option to buy or sell the future on some underlying commodity. The exercise is always to buy the underlying asset i.e. the future instrument NOT the underlying goods.

Synonym:

Model-Generated Definition:

A kind of >commodity derivative contract and option contract on futures. A valid occurrence satisfies the following necessary condition:

commodities option underlying

Definition: The underlying on a Commodities Option, which is the corresponding Commodity Future contract on the same exchange.

Synonym:

Model-Generated Definition:

A kind of option on futures underlying.

commodities spot contract

Definition: The contract defined for or implied in a Commodities spot transaction.

Synonym:

Model-Generated Definition:

A kind of >commodity derivative contract and spot contract. A valid occurrence satisfies the following necessary conditions:

commodities spot transaction

Definition:

Synonym:

Model-Generated Definition:

A kind of spot transaction. A valid occurrence satisfies the following necessary condition:

commodity

Definition: a basic good used in commerce that is interchangeable with other commodities of the same type

Synonym:

Model-Generated Definition:

A kind of good.

commodity business day type

Definition: When calculating the number of days between two dates the count includes only commodity business days.

Synonym:

Model-Generated Definition:

A kind of day type.

commodity contract cash closeout

Definition:

Synonym:

Model-Generated Definition:

A kind of cash closeout and commodity forward delivery. A valid occurrence satisfies the following necessary condition:

commodity forward calculation agent

Definition:

Synonym:

Model-Generated Definition:

commodity forward contract

Definition: Definition needed.

Synonym:

Model-Generated Definition:

A kind of >commodity derivative contract and forward contract. A valid occurrence may have the following properties:

commodity forward delivery

Definition: The agreed forward delivery of a commodity or cash equivalent.

Synonym:

Model-Generated Definition:

A kind of forward delivery terms set.

commodity forward transaction

Definition:

Synonym:

Model-Generated Definition:

A kind of forward transaction. A valid occurrence satisfies the following necessary conditions:

commodity future

Definition: A futures contract tied to the movement of a particular commodity. This enables contract buyers to buy a specific amount of a commodity at a specific price on a particular date in the future.

Synonym:

Model-Generated Definition:

A kind of >commodity derivative contract and future instrument. A valid occurrence may have the following properties:

commodity instrument

Definition: a financial instrument representing an ownership interest in a commodity such as coal, oil, precious metal, livestock, an agricultural product, etc.

Synonym:

Model-Generated Definition:

A kind of financial instrument.

commodity o t c option contract

Definition: Definition needed.

Synonym:

Model-Generated Definition:

A kind of >commodity derivative contract and o t c option contract. A valid occurrence satisfies the following necessary condition:

commodity o t c option transaction

Definition:

Synonym:

Model-Generated Definition:

A kind of optional underlying transaction.

commodity physical delivery

Definition: The physical delivery of some commodity at some agreed point in the future.

Synonym:

Model-Generated Definition:

A kind of commodity forward delivery. A valid occurrence satisfies the following necessary condition:

commodity return leg

Definition: Return on the value of an underlying commodity.

Synonym:

Model-Generated Definition:

A kind of asset return stream. A valid occurrence satisfies the following necessary condition:

commodity swap contract

Definition: Definition needed.

Synonym:

Model-Generated Definition:

A kind of >commodity derivative contract and swap.

commodity swap transaction

Definition:

Synonym:

Model-Generated Definition:

A kind of return swap transaction. A valid occurrence satisfies the following necessary condition:

commodity trading advisor

Definition: an individual or organization that directly or indirectly advises others as to the value or advisability of buying or selling futures contracts or options

Synonym:

Model-Generated Definition:

A kind of non-depository institution.

commodity underlying

Definition: The underlying of a Commodity Derivative, that is the commodity itself which underlies the contract.

Synonym:

Model-Generated Definition:

A kind of underlier. A valid occurrence satisfies the following necessary conditions:

commodity warrant

Definition: A derivative based on commodities contracts traded on exchanges.

Synonym:

Model-Generated Definition:

A kind of warrant. A valid occurrence satisfies the following necessary conditions:

commodity warrant exercise terms

Definition: Terms setting out how a commodity warrant may be exercised, including the form which delivery takes.

Synonym:

Model-Generated Definition:

A kind of warrant exercise terms set. A valid occurrence satisfies the following necessary condition:

common interest development corporation

Definition: a not for profit corporation set up under specific state legislation as a business entity for homeowners' associations

Synonym:

Model-Generated Definition:

A kind of not for profit corporation.

common law

Definition: Law developed by judges through decisions of courts and similar tribunals rather than through legislative statutes or executive branch action.

Synonym:

Model-Generated Definition:

A kind of body of law.

common law jurisdiction

Definition: a jurisdiction based on common law

Synonym:

Model-Generated Definition:

A kind of jurisdiction. A valid occurrence may have the following properties:

common law system

Definition: common law, also known as case law or precedent, is law developed by judges through decisions of courts and similar tribunals

Synonym:

Model-Generated Definition:

A kind of legal system. A valid occurrence satisfies the following necessary condition:

common share in fund

Definition: A share unit in a fund, which is classified as a Common Share class.

Synonym:

Model-Generated Definition:

A kind of fund share class unit.

company bylaw

Definition: The official rules and regulations which govern a corporation's management. Drawn up at the time of incorporation, along with the charter.

Synonym: corporate bylaw

Model-Generated Definition:

A kind of bylaw.

company equity terms

Definition: Terms setting out the equity in a company, including the various kinds of rights, the shares that embody those rights etc.

Synonym:

Model-Generated Definition:

A kind of contractual commitment.

company incorporated by guarantee

Definition:

Synonym:

Model-Generated Definition:

A kind of body incorporated with guarantee.

company law

Definition: Legislation under which the formation, registration or incorporation, governance, and dissolution of a firm is administered and controlled.

Synonym: corporate law

Model-Generated Definition:

A kind of statute law.

company owner

Definition:

Synonym:

Model-Generated Definition:

A kind of guarantee providing member.

company secretary

Definition: Officer appointed by the directors of a firm as responsible for ensuring that firm's legal obligations under the corporate legislation are complied with. His or her formal duties include (1) calling meetings, (2) recording minutes of the meetings, (3) keeping statutory record books, (4) proper payment of dividend and interest payments, and (5) proper drafting and execution of agreements, contracts, and resolutions. A company secretary is not automatically an employee of the firm and, if employed with executive responsibilities, not be its director shareholder. If a firm has only two directors, one may act as its secretary; but a sole director may not. A firm (such as of accountants) may not act as a company secretary for any firm. Called corporate secretary in the US.

Synonym: corporate secretary

Model-Generated Definition:

A kind of corporate officer.

company statutory obligation

Definition: an obligation defined in company law (statute)

Synonym:

Model-Generated Definition:

A kind of statutory responsibility. A valid occurrence may have the following properties:

company warrant

Definition: Warrants which are issued by the issuer of the underlying.

Synonym:

Model-Generated Definition:

A kind of warrant. A valid occurrence satisfies the following necessary conditions:

company warrant exercise terms set

Definition: Terms setting out how a company warrant or naked warrant may be exercised, including the form which delivery takes.

Synonym:

Model-Generated Definition:

A kind of warrant exercise terms set. A valid occurrence satisfies the following necessary condition:

comparison

Definition: A comparison among numerical parameters.

Synonym:

Model-Generated Definition:

A kind of mathematical quantity. A valid occurrence satisfies the following necessary condition:

composite market

Definition: The market as a whole, i.e. one or more exchanges, a market (geographical) etc., about which prices and other derived facts may be quoted by market data vendors.

Synonym:

Model-Generated Definition:

compulsion capacity

Definition: The ability to compel the activities of a thing

Synonym:

Model-Generated Definition:

A kind of control.

conditional coupon type

Definition:

Synonym:

Model-Generated Definition:

A kind of bond coupon structure type. A valid occurrence satisfies the following necessary condition:

conditional obligation

Definition:

Synonym:

Model-Generated Definition:

A kind of contingent obligation.

conditional payout commitment

Definition:

Synonym:

Model-Generated Definition:

A kind of option payout commitment.

conditional right

Definition:

Synonym:

Model-Generated Definition:

A kind of contingent right.

conditions precedent

Definition: Conditions precedent on some obligation. These are conditions which would alter the Obligation as it is otherwise stated.

Synonym:

Model-Generated Definition:

A kind of contractual element. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

conferred social construct

Definition: Some social construct that is conferred on some autonomous entity

Synonym:

Model-Generated Definition:

A kind of social construct. A valid occurrence satisfies the following necessary conditions:

consequence

Definition:

Synonym:

Model-Generated Definition:

constant (from package /Release/Foundations/Utilities/Analytics/constant)

Definition: a symbol that represents a constant in a formula or expression

Synonym:

Model-Generated Definition:

A kind of reference.

constant (from package /Informative/Foundations/MathExt/Math/constant)

Definition:

Synonym:

Model-Generated Definition:

A kind of numerical parameter. A valid occurrence may have the following properties:

constituent

Definition: Something which makes up part of a collection, formalized in terms of its existence as a member of that collection.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

constitution

Definition: A constitution defines the basic principles and laws of a nation, state, or social group that determine the powers and duties of the government and guarantee certain rights to the people in it.

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

constitutional contractual control

Definition: Some control set out in some contract among the principals of an organization.

Synonym:

Model-Generated Definition:

A kind of constitutional de jure control and contractual control. A valid occurrence satisfies the following necessary condition:

constitutional de jure control

Definition: Control which is based in some instrument which has constitutional standing (is constitutive of the entity) such as voting shares, general partner equity etc.

Synonym:

Model-Generated Definition:

A kind of de jure controlling interest.

constitutional law

Definition: The body of law which defines the relationship of different entities within a state, namely the executive, legislature and the judiciary. Further notes: (from Wikipedia): Constitutional laws may be considered second order rulemaking or rules about making rules to exercise power.

Synonym:

Model-Generated Definition:

A kind of body of law.

constitutional owner

Definition: a party that holds an equity stake in some entity, in the form of stockholders' equity

Synonym:

Model-Generated Definition:

A kind of entity owner. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

constitutional right

Definition:

Synonym:

Model-Generated Definition:

A kind of contingent right. A valid occurrence satisfies the following necessary condition:

Construction

Definition:

Synonym:

Model-Generated Definition:

A kind of mortgage loan purpose.

construction loan

Definition:

Synonym:

Model-Generated Definition:

A kind of loan drawdown. A valid occurrence satisfies the following necessary condition:

construction loan contract (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of credit facility agreement. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

construction loan credit facility tranche (please review)

Definition: A loan taken out for construction purposes. Further notes: These are a temporary loan. when the construction is finished then that loan is transformed to another loan, which would be a permanent loan. Information to follow on what the new permanent loan would be. Terms are adjusted in the new loan, since in construction loans the rates are significantly higher. This is an incentive to complete the construction works. Notes from PoC reviews, discussing Maximum Balance concept: In a Construction Loan you agree a maximum amount that you could draw. As you progress with the construction you continue to draw more and more. So you start with the minimum. Example: for purpose of construction of a house you could need to borrow up to 500K and the bank establishes the milestones at which certain amounts are made availalbe and can be drawn. For instance prior to start you might draw 10%, (50K); the next 50K would be available to draw only once the foundations are laid. And so on. Milestones may include "Frame standing" (for American-style frame based houses). Each stage requires inspection on behalf of the bank. So you are starting with no more than 10% (in this example) of what is allowable, and could arrive to the full 500K by the end of ths construction but it is not mandated that you arrive to that. What differentiates a Construction Loan is that there si a max amount specified and there are Milestones specified in which the amounts for each milestone can be advanced.

Synonym:

Model-Generated Definition:

A kind of committed credit facility tranche. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

construction loan milestone terms set (please review)

Definition: An agreed point at which an amount is advanced to the lender on completion of some pre-agreed scope of works on the construction.

Synonym:

Model-Generated Definition:

A kind of loan precedent conditions. A valid occurrence may have the following properties:

construction loan purpose

Definition:

Synonym:

Model-Generated Definition:

A kind of loan purpose.

construction loan snapshot

Definition: Information at a point in time, specific to a Construction Loan.

Synonym:

Model-Generated Definition:

A kind of loan snapshot or status (please review). A valid occurrence may have the following properties:

construction type

Definition: a particular kind of construction

Synonym:

Model-Generated Definition:

A kind of classifier.

consumer

Definition: a person that is the ultimate user of a product or service

Synonym:

Model-Generated Definition:

A kind of person.

consumer credit equal treatment requirement (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of consumer credit requirement (please review). A valid occurrence satisfies the following necessary condition:

consumer credit protection law (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of consumer protection law (please review).

consumer credit reference agency (please review)

Definition: Applicable regulations: vary by jurisdiciton. for example, only being allowed ot divulge actual judgements against a party, but not things that are not substantiated by judgements. For example, slow payments which are not covered by some judgement against the party. There will be different regulatory requirments about: 1. What the CR Agency can hold 2. Who they can divulge it to 3. What information they must provide the borrower at his/her request Some of the third thing there is covered in the EU the Data Protection Directive and local acts that implement this.

Synonym:

Model-Generated Definition:

A kind of formally constituted organization.

consumer credit requirement (please review)

Definition: Requirement set out on the lender about how they must treat the appliction to a loan

Synonym:

Model-Generated Definition:

A kind of regulatory requirement. A valid occurrence satisfies the following necessary conditions:

consumer expenditure survey

Definition: a program conducted on a regular basis that provides information on the buying habits of consumers, including data on their expenditures, income, and consumer unit (families and single consumers) characteristics

Synonym:

Model-Generated Definition:

A kind of statistical program.

consumer finance company

Definition: a finance company that lends to individuals under the small loans laws of the jurisdiction in which they operate

Synonym:

  • direct loan company
  • small loan company

Model-Generated Definition:

A kind of finance company.

consumer price index (from package /Release/Indices And Indicators/Economic Indicators/NorthAmericanIndicators/USEconomicIndicators/consumer price index)

Definition: an economic indicator representing a measure of the average change over time in the prices paid by urban consumers for a market basket of consumer goods and services

Synonym:

Model-Generated Definition:

A kind of consumer price index and expression. A valid occurrence satisfies the following necessary conditions:

consumer price index (from package /Release/Indices And Indicators/Economic Indicators/EconomicIndicators/consumer price index)

Definition: an economic indicator representing a measure of the change over time in the prices of consumer goods and services that households consume

Synonym:

Model-Generated Definition:

A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

consumer protection agency (please review)

Definition: Some agency tasked with regulating consumer protection in some jurisdiction.

Synonym:

Model-Generated Definition:

A kind of regulatory agency. A valid occurrence satisfies the following necessary condition:

consumer protection law (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of statute law.

consumer right (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of legal right.

contact information

Definition: a way to make contact with a person or organization for a particular reason regarding something. The details may be role-specific, so the information cannot always go on the individual or organization

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

contact purpose

Definition: a virtual address for communication via phone

Synonym:

Model-Generated Definition:

A kind of classifier.

contingent leg

Definition:

Synonym:

Model-Generated Definition:

A kind of swap leg. A valid occurrence satisfies the following necessary condition:

contingent obligation

Definition: Some obligation set out by some contract or by law, mandated upon some party.

Synonym:

Model-Generated Definition:

A kind of claim. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

contingent right

Definition: Some right conferred by some contract or by law.

Synonym:

Model-Generated Definition:

A kind of claim and right. A valid occurrence satisfies the following necessary conditions:

contingent transaction commitment

Definition: A commitment which is agreed in advance but which only comes into force on the occurrence of some pre-agreed event.

Synonym:

Model-Generated Definition:

A kind of contractual economic commitment. A valid occurrence satisfies the following necessary condition:

contingent transaction party

Definition:

Synonym:

Model-Generated Definition:

continuous physical stuff

Definition:

Synonym:

Model-Generated Definition:

A kind of physical item.

contract

Definition: a voluntary, deliberate, and legally binding agreement between two or more competent parties

Synonym:

Model-Generated Definition:

A kind of agreement. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

contract clause

Definition: A set of contractual terms, grouped according to subject, intent or the type of rights and / or obligations to which it refers.

Synonym:

Model-Generated Definition:

A kind of contract part. A valid occurrence satisfies the following necessary condition:

contract counterparty

Definition: in the event that a contract identifies either party to that contract as being the principal, this is the other party to that contract

Synonym:

Model-Generated Definition:

A kind of contract party.

contract document

Definition: a written document, whether physical or electronic, which sets out the formal terms and conditions of some written contract

Synonym:

Model-Generated Definition:

A kind of legal document. A valid occurrence may have the following properties:

contract for difference

Definition: Cash settled contract where you buy or sell control of a particular asset such as USD. Further notes: You don't expect to deliver it, instead, at the end of the stated period you will take the current market value of the asset and pay the difference between the current market value and the value that you contracted for. Review session notes: Q: What are they? A: Cash settled contract where you buy or sell control of a particular asset such as USD. You don't expect to deliver it, instead, at the end of th estated period you will take the current market value of the asset and pay the difference between the current market value and the value that you contracted for. Just the same as a non deliverable forward. Differences: CFD are more a retail based product, they don't speciy a delivery date, they roll on a daily basis, the holder pays a margin but they don't determine the date where you have to settle. They rollover each day, but each day the holder has to provide a margin (and fees). Can roll along as long as you like, squaring up the current value and roll on for next day. No option to gake any value out of it. You can choose to terminate it, at which point youclear it at its current market value on that day and don't roll it over for the next. Developed to allow peopl ewho don't have the ability to hold the cash, to run a balance in a foreign ccy. What sort of assets? 1. Currency 2. No others known. Logically possible. Can be equity or anything. Q: What sort of facts apply: Delivery dates Quantities For non uniform assets: grades or qualities of those assets (e.g. oil0 Counterparties Earlier notes: Notes taken during Traded options SME Review: Traded in Australia and LSE. Presently these are predominantly OTC.

Synonym:

Model-Generated Definition:

A kind of derivative instrument and otcinstrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

contract guarantor

Definition: A Party which guarantees to underwrite some cash flow obligation on behalf of some other party.

Synonym:

Model-Generated Definition:

A kind of contract third party and guarantor. A valid occurrence may have the following properties:

contract originator

Definition: the party that originates the contract and acts as the principal in that contract regardless of the owner or counterparty

Synonym:

Model-Generated Definition:

A kind of contract principal.

contract part

Definition: A formal part of a contract such as a clause or term.

Synonym:

Model-Generated Definition:

A kind of contractual element and written information.

contract party

Definition: a party to the contract, that is a contractually capable person or organization which is a signatory to the contract, and which grants or concedes certain rights and obligations as defined in the contract

Synonym:

Model-Generated Definition:

A kind of party in role.

contract preamble

Definition: The part of a contract which defines the parties and gives sufficient information for them to be unambiguously identified, along with other pertinent information such as the subject of the contract.

Synonym:

Model-Generated Definition:

A kind of contract part. A valid occurrence may have the following properties:

contract principal

Definition: the party identified as being the principal or first party to a contract, in the event that the contract distinguishes any party as the principal

Synonym:

Model-Generated Definition:

A kind of contract party.

contract section

Definition: A formally identified Section of a Contract, comtaining terms dealing with a specific type of subject matter.

Synonym:

Model-Generated Definition:

A kind of contract part. A valid occurrence satisfies the following necessary condition:

contract structure facet

Definition:

Synonym:

Model-Generated Definition:

contract term

Definition: An individual term in a Contract. Forms part of a set of Contractual Terms. Also exists within a Clause of a Contract A Clause exists within a Section of a Contract

Synonym:

Model-Generated Definition:

A kind of contractual element.

contract terms set

Definition: terms and conditions that define the commitment made by the contracting parties, such as rights and obligations when a contract is awarded or entered into

Synonym:

Model-Generated Definition:

A kind of commitment and contractual element. A valid occurrence may have the following properties:

contract third party

Definition: someone who may be indirectly involved but is not a principal party to an arrangement, contract, deal, lawsuit, or transaction

Synonym:

Model-Generated Definition:

A kind of party in role.

contractual agreement

Definition: An agreement which is formalized by a contract between two parties to the agreement.

Synonym:

Model-Generated Definition:

A kind of mutual contractual agreement. A valid occurrence satisfies the following necessary conditions:

contractual beneficiary

Definition:

Synonym:

Model-Generated Definition:

A kind of beneficiary and contract party.

contractual capability

Definition: the capacity to enter into legally binding contracts

Synonym:

Model-Generated Definition:

A kind of legal capacity. A valid occurrence may have the following properties:

contractual commitment

Definition: terms and conditions that define the commitment made by the contracting parties, such as rights and obligations when a contract is awarded or entered into

Synonym:

Model-Generated Definition:

A kind of commitment and contractual element. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

contractual control

Definition: Control vested in an entity by virtue of the terms in some contract between that entity and others.

Synonym:

Model-Generated Definition:

A kind of controlling capacity. A valid occurrence satisfies the following necessary conditions:

contractual controlling party

Definition: A party which exercises some control which is set out in some contract.

Synonym:

Model-Generated Definition:

A kind of de jure controlling interest party. A valid occurrence satisfies the following necessary condition:

contractual date specification

Definition: The specification of a date in a contract.

Synonym:

Model-Generated Definition:

A kind of date specification.

contractual definition

Definition: a contractual element that defines something in a contract or other legal instrument

Synonym:

Model-Generated Definition:

A kind of contractual element.

contractual economic agreement

Definition: An economic agreement forming part of a transaction, which has contractual standing as evidenced by a contract between the two parties to the Agreement.

Synonym:

Model-Generated Definition:

A kind of contractual agreement and economic agreement. A valid occurrence satisfies the following necessary conditions:

contractual economic commitment

Definition: Some Commitment, made as part of a transaction (economic) agreement, which has contractual standing.

Synonym:

Model-Generated Definition:

A kind of contractually conferred commitment and economic commitment. A valid occurrence satisfies the following necessary conditions:

contractual element

Definition: general and special arrangements, provisions, requirements, rules, specifications, and standards that form an integral part of an agreement or contract

Synonym:

Model-Generated Definition:

contractual obligation

Definition:

Synonym:

Model-Generated Definition:

A kind of contingent obligation. A valid occurrence may have the following properties:

contractual obligor

Definition:

Synonym:

Model-Generated Definition:

A kind of contract party and obligor. A valid occurrence satisfies the following necessary condition:

contractual option

Definition: The option to take up some right at some future time, at the discretion of the party defined as the holder of this option in the contract.

Synonym:

Model-Generated Definition:

A kind of contractual right.

contractual product

Definition:

Synonym:

Model-Generated Definition:

A kind of Off The Shelf Product. A valid occurrence satisfies the following necessary conditions:

contractual relationship

Definition: A relationship in which two or more parties have some contractual obligations or extend some rights under a contract, to one another.

Synonym:

Model-Generated Definition:

A kind of relationship context.

contractual restriction (from package /Informative/Foundations/Law Ext/RegulatoryRestrictions/contractual restriction)

Definition: A restriction defined in a Contract as opposed to being defined in a body of Law.

Synonym:

Model-Generated Definition:

A kind of restriction. A valid occurrence satisfies the following necessary condition:

contractual restriction (from package /Release/Securities/Securities/SecuritiesRestrictions/contractual restriction)

Definition: contract terms setting out restrictions on either the holder or the issuer of the security, as specified in the terms of the instrument itself

Synonym:

Model-Generated Definition:

A kind of contractual commitment and securities restriction. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

contractual right

Definition: Some right conferred by some contract.

Synonym:

Model-Generated Definition:

A kind of contingent right. A valid occurrence satisfies the following necessary conditions:

contractual transaction

Definition: An economic transaction which has some contractual basis.

Synonym:

Model-Generated Definition:

A kind of economic transaction.

contractual transaction obligation

Definition: An obligation which is one perspective on a commitment which is both a contractual commitment and a transaction-related economic commitment.

Synonym:

Model-Generated Definition:

A kind of contractual obligation and r e a transaction obligation.

contractual transaction party

Definition: That which is party to a transaction which has contractual standing.

Synonym:

Model-Generated Definition:

A kind of contract party and transaction party. A valid occurrence satisfies the following necessary condition:

contractual undertaking

Definition: A commitment, defined in a Contract, in which one Party to that Contract undertakes to do something or to deliver something or make some payment, to the other Party.

Synonym:

Model-Generated Definition:

A kind of undertaking event. A valid occurrence satisfies the following necessary condition:

contractually capable entity

Definition: A unique entity that is legally or financially responsible for the performance of financial transactions, or has the legal right in its jurisdiction to enter independently into legal contracts, regardless of whether it is incorporated or constituted in some other way (e.g. trust, partnership, contractual). This excludes natural persons, but includes governmental organizations and supranationals.

Synonym:

Model-Generated Definition:

A kind of agent in role. A valid occurrence satisfies the following necessary conditions:

contractually conferred commitment

Definition: Some commitment which has its existence through some provision in some contract. Further notes: "Contractual commitment" has 2 tests: 1. It is certain in time [certainty is defined in some legal sense; there has to be some ability to terminate the contract] 2. there is some consideration Without these 2 tests passing, this is not recognized in law as a contractual commitment. so for instance a Will is not legally binding upon a person who is alive. (from Aus / commonwealth law) NB: Terminating: Not the termination of a contract in a Termination Clause but the termination of the life of the Obligation as set out in the contract.

Synonym:

Model-Generated Definition:

A kind of mutual commitment. A valid occurrence satisfies the following necessary conditions:

contractually defined benefit

Definition: Some benefit from one party to the other party, defined in contractual terms.

Synonym:

Model-Generated Definition:

A kind of economic resource.

contractually defined numerical parameter

Definition:

Synonym:

Model-Generated Definition:

A kind of numerical parameter. A valid occurrence satisfies the following necessary condition:

contractually determined date

Definition:

Synonym:

Model-Generated Definition:

A kind of determined date. A valid occurrence satisfies the following necessary condition:

contractually specified date

Definition:

Synonym:

Model-Generated Definition:

A kind of specified date.

control (from package /Release/Foundations/Ownership And Control/Control/control)

Definition: the possession by a party, direct or indirect, of the power to direct or cause the direction of the management and policies of a thing, whether through the ownership of voting shares, by contract, or otherwise

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

control (from package /Informative/Foundations/Social Constructs Ext/SocialConstructs/control)

Definition: The ability to direct the activities of a thing

Synonym:

Model-Generated Definition:

A kind of capacity.

control document

Definition: A formal document which controls some activity or process. The actual document which takes on the role of Control Document for a given activity or process is identified as a property of this Control Document.

Synonym:

Model-Generated Definition:

A kind of information. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

control related contract

Definition: A contract in which one party agrees to confer some degree and type of control upon the other party to that contract.

Synonym:

Model-Generated Definition:

A kind of contract.

controlled amortization bond

Definition:

Synonym:

Model-Generated Definition:

A kind of amortizing bond. A valid occurrence satisfies the following necessary condition:

controlled amortization structure

Definition:

Synonym:

Model-Generated Definition:

A kind of bond amortization payment terms.

controlled company

Definition: a company over which another organization has some degree of control by way of ownership of voting shares

Synonym:

Model-Generated Definition:

A kind of controlled party. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

controlled party

Definition: Some party which is controlled in some way and to some degree by some other party.

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

controlled thing

Definition: thing over which some party exercises some form of control in some context

Synonym:

Model-Generated Definition:

A kind of thing in role. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

controlling alliance

Definition: Some group of entities which have formed some alliance or agreement in terms of which they jointly exercise control over some entity.

Synonym:

Model-Generated Definition:

A kind of group.

controlling capacity

Definition: the possession, direct or indirect, of the power to direct or cause the direction of the thing which is controlled

Synonym:

Model-Generated Definition:

controlling equity

Definition:

Synonym:

Model-Generated Definition:

A kind of stockholders' equity. A valid occurrence may have the following properties:

controlling interest option holder

Definition: A party which holds some option which may be exercised to confer on that party some de jure controlling interest at some time in the future and at the discretion of that holder.

Synonym:

Model-Generated Definition:

A kind of party holding some option for control.

controlling interest party

Definition: Some party which holds some form of controlling interest in some other party in some context.

Synonym:

Model-Generated Definition:

A kind of controlling party. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

controlling leverage party

Definition: A party which exercises control as a result of some investment in an equity.

Synonym:

Model-Generated Definition:

A kind of de facto controlling interest party. A valid occurrence satisfies the following necessary condition:

controlling party

Definition: Party which exercises some form of control in some context.

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

convention (from package /Release/Foundations/Dates And Times/BusinessDates/convention)

Definition: a widely accepted or established way of doing 'something' within some community of practice

Synonym:

Model-Generated Definition:

convention (from package /Informative/Foundations/PublicationsExt/Conventions/convention)

Definition: The way something is usually done.

Synonym:

Model-Generated Definition:

A kind of published information. A valid occurrence may have the following properties:

convention determined date

Definition: A Date which is or is to be determined according to some established or published convention for date determination.

Synonym:

Model-Generated Definition:

A kind of determined date.

conversion terms

Definition: contract terms specifying when and how a security may be converted to another security (usually of the same issuer)

Synonym:

Model-Generated Definition:

A kind of contractual commitment. A valid occurrence satisfies the following necessary condition:

convertible bond

Definition: A Bond instrument which on maturity converts into an Equity instrument.

Synonym:

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary conditions:

convertible common share

Definition:

Synonym:

Model-Generated Definition:

A kind of convertible share and ordinary share.

convertible into facet

Definition:

Synonym:

Model-Generated Definition:

convertible participating preference share

Definition: A preference share that can be converted into common shares at a fixed conversion price. Preference or preferred shares entitle a holder to a prior claim on any dividend paid by the company before payment is made on ordinary shares.

Synonym:

Model-Generated Definition:

A kind of convertible preference share and participating preference share.

convertible preference share

Definition: A Preferred Share which is convertible into another security.

Synonym:

Model-Generated Definition:

A kind of convertible share and preference share. A valid occurrence satisfies the following necessary condition:

convertible security

Definition: a security that can be converted into another security

Synonym:

Model-Generated Definition:

A kind of security. A valid occurrence satisfies the following necessary condition:

convertible share

Definition: A Share which is convertible into another security, usually a share in the same company.

Synonym:

Model-Generated Definition:

A kind of share. A valid occurrence satisfies the following necessary conditions:

ConvertibleIntoFacet.1

Definition:

Synonym:

Model-Generated Definition:

cooperative bank

Definition: a state-chartered savings association located in Massachusetts, New Hampshire, Rhode Island or Vermont

Synonym:

Model-Generated Definition:

A kind of thrift institution.

cooperative society

Definition: a commercial enterprise owned and managed by and for the benefit of customers or workers

Synonym:

Model-Generated Definition:

A kind of functional business entity.

corporate bond

Definition: A debt security issued by a corporation, as opposed to those issued by a government or municipality.

Synonym:

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

corporate bond issuer

Definition: A Company or Corporation, acting in the capacity of an Issuer.

Synonym:

Model-Generated Definition:

A kind of security issuer. A valid occurrence satisfies the following necessary condition:

corporate borrower

Definition: A borrower which is a Corporation.

Synonym:

Model-Generated Definition:

A kind of loan borrower. A valid occurrence satisfies the following necessary condition:

corporate dated facts (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of borrower ongoing dated facts (please review). A valid occurrence may have the following properties:

corporate filing obligation

Definition: The obligation to file reports on the Incorporated Company as defined by the jurisdiction under which it is constituted.

Synonym:

Model-Generated Definition:

A kind of statutory reporting obligation.

corporate goal

Definition: A business goal in the furtherance of the aims and profitability of a corporation.

Synonym:

Model-Generated Definition:

A kind of business goal.

corporate limited partner

Definition: A limited partner in a partnership, who is and may only be a Corporate Legal Person (i.e., not a natural person)

Synonym:

Model-Generated Definition:

A kind of limited partner. A valid occurrence satisfies the following necessary condition:

corporate loan borrower assessment information (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of loan application borrower assessment information. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

corporate officer

Definition: The executives of a corporation charged with certain operational responsibilities. Typically appointed by the board of directors, the corporate officers usually include the Chief Executive Officer (CEO), Chief Financial Officer (CFO), President, and in some corporations the Chief Operating Officer.

Synonym:

Model-Generated Definition:

A kind of responsible party. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

corporate officer capacity

Definition: the capacity vested in a public officer of a company

Synonym:

Model-Generated Definition:

A kind of delegated legal authority. A valid occurrence satisfies the following necessary condition:

corporate officer duty

Definition: some duty incumbent upon some officer of a company

Synonym:

Model-Generated Definition:

A kind of company statutory obligation.

corporation

Definition: a formal organization treated as an entity - an artificial person or legal entity distinct from its owners - created by or under the authority of the laws of a state or nation

Synonym: body corporate

Model-Generated Definition:

A kind of formally constituted organization and juridical person. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

correlation leg terms

Definition: Definition needed. FpML refers to this but does not define its meaning. Correslation between two prices

Synonym:

Model-Generated Definition:

A kind of realized variable swap side terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

cosigner (please review)

Definition: Someone who commits to fulfil the obligations of the Borrower in the event that the Borrower defaults on the loan.

Synonym:

Model-Generated Definition:

A kind of loan borrower. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

country

Definition: a self-governing geopolitical unit that is recognized as a country by the United Nations

Synonym:

Model-Generated Definition:

A kind of geopolitical entity. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

country name

Definition:

Synonym:

Model-Generated Definition:

A kind of postal address element. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

county

Definition: An area within a country or state, designated by that country or state as a County for its own descriptive and administrative purposes. Fiurther Notes: Specific properties of counties will vary from one country or state to another and are not erpresented here - this is purely a labelled area of land within a country, similar to a Region.

Synonym:

Model-Generated Definition:

A kind of geographical area.

county court (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of court of law. A valid occurrence may have the following properties:

county court actor (please review)

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

county court judgment (please review)

Definition: Satisfaction code associated with a county court judgement can have values satisfied/unsatisfied. This is a value changing event.

Synonym:

Model-Generated Definition:

A kind of legal proceeding (please review) and value changing activity (please review). A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

coupon conditional term

Definition: A term in the conditional coupon terms which matches one set of coupon terms (fixed rate or variable coupon) with one condition.

Synonym:

Model-Generated Definition:

A kind of bond coupon structure type. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

coupon payment

Definition: The event whereby a coupon amount is paid or is to be paid.

Synonym:

Model-Generated Definition:

coupon periodic date series

Definition: Periodic dates on which Interest Payments are made.

Synonym:

Model-Generated Definition:

A kind of periodic date series. A valid occurrence satisfies the following necessary condition:

coupon regular period

Definition: The regular periodic component of a coupon schedule.

Synonym:

Model-Generated Definition:

A kind of known duration. A valid occurrence satisfies the following necessary condition:

coupon regular period length

Definition: Length of a regular periodic component of a coupon schedule.

Synonym:

Model-Generated Definition:

A kind of duration description in calendar temporal unit. A valid occurrence may have the following properties:

coupon schedule

Definition: Schedule for regular payment of Coupon Amounts.

Synonym:

Model-Generated Definition:

A kind of schedule.

coupon schedule specification

Definition: Formal specification of the Schedule for regular payment of Coupon Amounts.

Synonym:

Model-Generated Definition:

A kind of coupon schedule and regular schedule. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

coupon stub end date

Definition: The calendar date when the coupon stub period is scheduled to end.

Synonym:

Model-Generated Definition:

A kind of known date.

coupon stub period

Definition: Irregular Coupon Period at the start and / or the end of the Coupon Schedule, which does not fall into the Periodic Date Series.

Synonym:

Model-Generated Definition:

A kind of schedule stub.

coupon stub period duration

Definition: The Stub Period as a temporal duration.

Synonym:

Model-Generated Definition:

A kind of known duration. A valid occurrence satisfies the following necessary condition:

coupon stub start date

Definition: The calendar date when the coupon stub period is scheduled to start.

Synonym:

Model-Generated Definition:

A kind of known date.

court appointed control

Definition: Control conferred on some entity by act of some court, for example in the context of receivership.

Synonym:

Model-Generated Definition:

A kind of controlling capacity. A valid occurrence may have the following properties:

court of law

Definition: A court of law is a court that hears cases and decides them on the basis of statutes or the common law.

Synonym:

Model-Generated Definition:

A kind of formal organization.

covariance leg terms

Definition: A statistical leg based on covariance. REVIEW: This kmight specify the same kind of thing as Correlation Leg using different mathematics / different legal terms (in which case we need to model it as a different thing even though to the investor it has the same rationale and behavior. The relative movement of one thing to the other over a period of time. So this adds a time base to the Correlation calculation. difference with Correelation: The time base in correlation swap is implicit anyway (it's the duration of the contract. so Covariance is what allows you to explan x% of the vaqriabiltiy of the price of this asset with relation to that asset.

Synonym:

Model-Generated Definition:

A kind of realized variable swap side terms.

covered transaction

Definition: A transaction covered by some Master Agreement.

Synonym:

Model-Generated Definition:

A kind of contractual transaction. A valid occurrence satisfies the following necessary condition:

covered warrant

Definition:

Synonym:

Model-Generated Definition:

A kind of warrant. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

covered warrant exercise terms

Definition:

Synonym:

Model-Generated Definition:

A kind of warrant exercise terms set. A valid occurrence satisfies the following necessary condition:

CRD credit institution

Definition: an undertaking whose business is to receive deposits or other repayable funds from the public and to grant credits for its own account as defined by the European Banking Authority (EBA)

Synonym:

Model-Generated Definition:

A kind of credit institution.

credit agreement

Definition: a contractual agreement in which a debtor receives something of value and agrees to repay the creditor at some date in the future, in some form (e.g., cash, securities, etc.), generally with interest

Synonym:

Model-Generated Definition:

A kind of contract. A valid occurrence satisfies the following necessary conditions:

credit agremeent terms set

Definition: Terms relating to an agreement to extend some committed credit facility on the part of a potential lender to a potential borrower.

Synonym:

Model-Generated Definition:

A kind of contractual commitment.

credit basket reference constituent

Definition: A constituent of the credit basket.

Synonym:

Model-Generated Definition:

A kind of basket constituent.

credit card a b s

Definition: These are generally issued by a bank and backed by largely unsecured obligations owed by individuals to the issuer of the card. Definition origin:CESR

Synonym:

Model-Generated Definition:

A kind of cash asset backed security instrument. A valid occurrence satisfies the following necessary condition:

credit card facility

Definition:

Synonym:

Model-Generated Definition:

A kind of committed credit facility tranche.

credit card pool

Definition:

Synonym:

Model-Generated Definition:

A kind of pool of individual debts. A valid occurrence may have the following properties:

credit card receivable purpose

Definition:

Synonym:

Model-Generated Definition:

A kind of loan purpose.

credit curve to use

Definition: This is a working note from ongoing reviews.

Synonym:

Model-Generated Definition:

A kind of curve to use.

credit default swap contract

Definition: In a credit default swap one party (the protection seller) agrees to compensate another party (the protection buyer) if a specified company or Sovereign (the reference entity) experiences a credit event, indicating it is or may be unable to service its debts. The protection seller is typically paid a fee and/or premium, expressed as an annualized percent of the notional in basis points, regularly over the life of the transaction or otherwise as agreed by the parties.

Synonym:

Model-Generated Definition:

A kind of credit derivative contract and swap. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

credit default swap transaction

Definition: The transaction in which one party pay a fee or fees for credit protection and another commits to enter into the contingent transaction if the credit event takes place.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

credit derivative contract

Definition:

Synonym:

Model-Generated Definition:

A kind of derivative instrument. A valid occurrence satisfies the following necessary condition:

credit evaluation product

Definition: a particular kind of credit evaluation

Synonym:

Model-Generated Definition:

A kind of information product.

credit event

Definition: An event which has some bearing on the credit worthiness of the Reference Entity.

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

credit event notice

Definition: An irrevocable written or verbal notice that describes a credit event that has occurred.

Synonym:

Model-Generated Definition:

A kind of notice. A valid occurrence satisfies the following necessary conditions:

credit event underlying

Definition:

Synonym:

Model-Generated Definition:

A kind of underlier. A valid occurrence satisfies the following necessary condition:

credit events descriptive terms

Definition: Terms describing Credit Events and defining what these are for the purposes of this Agreement.

Synonym:

Model-Generated Definition:

A kind of contractual definition and o t c master agreement element. A valid occurrence satisfies the following necessary condition:

credit extension

Definition: A service whereby credit is extended from the service provider to some party i.e. a borrower.

Synonym:

Model-Generated Definition:

A kind of service. A valid occurrence may have the following properties:

credit facility

Definition: An option to borrow money. Defines the parameters in which you are able to draw down some amount as a loan, debt finance, or some other financial commitment.

Synonym:

Model-Generated Definition:

A kind of facility. A valid occurrence satisfies the following necessary condition:

credit facility agreement

Definition: A formal contract in which a potential lender agrees to lend to a potential borrower under terms stated in this contract.

Synonym:

Model-Generated Definition:

A kind of mutual contractual agreement and written contract. A valid occurrence satisfies the following necessary conditions:

credit facility guaranty tranche

Definition:

Synonym:

Model-Generated Definition:

A kind of credit facility tranche. A valid occurrence satisfies the following necessary condition:

credit facility loan tranche

Definition: A tranche of a credit facility the purpose of which is a kind of Loan.

Synonym:

Model-Generated Definition:

A kind of credit facility tranche. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

credit facility securities tranche

Definition:

Synonym:

Model-Generated Definition:

A kind of credit facility tranche. A valid occurrence satisfies the following necessary conditions:

credit facility tranche

Definition: An individual tranche of the Credit Facility. This is the maximal amount of credit that can be extended to the potential borrower for the stated purpose.

Synonym:

Model-Generated Definition:

A kind of credit facility. A valid occurrence may have the following properties:

credit index (please review)

Definition: An index that is a function of credit events. These are Credit events occurring that change the value of an underlying portfolio.

Synonym:

Model-Generated Definition:

A kind of market rate. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

credit index reference constituent (please review)

Definition: A constituent of a basket of credit risks, such as that used in a credit index.

Synonym:

Model-Generated Definition:

A kind of basket constituent. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

credit inquiry

Definition: a request from a lender to a credit repository to obtain information regarding a prospective borrower's creditworthiness

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

credit inquiry type

Definition: a category indicating whether a credit inquiry is a result of a borrower's direct authorization or by some indirect means

Synonym:

Model-Generated Definition:

A kind of classifier.

credit institution

Definition: an undertaking the business of which is to take deposits or other repayable funds from the public and to grant credits for its own account, and to which authorisation has been granted to operate within the European Union and European Economic Area countries (EEA)

Synonym:

Model-Generated Definition:

A kind of credit institution or investment firm.

credit institution or investment firm

Definition: a European financial institution that is a credit institution or an investment firm as defined by the European Banking Authority (EBA)

Synonym:

Model-Generated Definition:

A kind of financial institution.

Credit Institution Register entry

Definition: an entry in the Credit Institution Register, a repository of credit institutions collected by the European Banking Authority (EBA) as provided by the various national banking authorities for those institutions that qualify

Synonym:

Model-Generated Definition:

A kind of registry entry. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

credit message

Definition: a textual annotation on a credit report to notify a reviewer of special or exceptional information

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

credit message type

Definition: a particular kind of credit message

Synonym:

Model-Generated Definition:

A kind of classifier.

credit o k

Definition: Not defaulted.

Synonym:

Model-Generated Definition:

A kind of security credit status.

credit protection commitment

Definition: The commitment in a Credit Defualt Swap, to protect against specified credit events.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

credit protection contingent leg terms

Definition: The leg of the swap which represents the credit protection.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

credit provider

Definition:

Synonym:

Model-Generated Definition:

A kind of service provider. A valid occurrence satisfies the following necessary condition:

credit rating

Definition: Some rating which formally describes the credit worthiness of something or someone.

Synonym:

Model-Generated Definition:

A kind of rating.

credit rating agency

Definition: An entity which publishes Credit Ratings.

Synonym:

Model-Generated Definition:

A kind of publishing house.

credit rating issuer

Definition: An entity which publishes credit ratings for business entities and / or securities Further notes: This entity also defines the meanings (judgements) represented by each Ratings code as documented in the Credit Rating Scheme. .

Synonym:

Model-Generated Definition:

A kind of publisher. A valid occurrence satisfies the following necessary condition:

credit rating scheme

Definition: The scheme which defines what rating codes exist and what judgements each one represents, as defined by the Rating agency.

Synonym:

Model-Generated Definition:

A kind of code set.

credit reference agency requirements (please review)

Definition: REquirements other than data protection, governing what a credit reference agency can or cannot do.

Synonym:

Model-Generated Definition:

credit report

Definition: a report describing the creditworthiness and related credit attributes of a borrower.

Synonym:

Model-Generated Definition:

A kind of report. A valid occurrence satisfies the following necessary conditions:

credit report category

Definition: a particular kind of credit report, often available from multiple vendors

Synonym:

Model-Generated Definition:

A kind of classifier.

credit report product

Definition: a specifically branded credit report offered in the market place

Synonym:

Model-Generated Definition:

A kind of credit evaluation product.

credit report request

Definition: the act of requesting a credit report from a credit report provider

Synonym:

Model-Generated Definition:

A kind of request. A valid occurrence satisfies the following necessary conditions:

credit report response

Definition: the act of responding to a credit report request

Synonym:

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary conditions:

credit reporting agency (i)

Definition: an organization that provides credit reports

Synonym:

Model-Generated Definition:

A kind of financial service provider.

credit repository (i)

Definition: a credit reporting agency that is a clearinghouse for information on the credit rating of individuals or firms

Synonym:

Model-Generated Definition:

A kind of financial service provider.

credit risk

Definition:

Synonym:

Model-Generated Definition:

A kind of financial risk. A valid occurrence satisfies the following necessary conditions:

credit risk assessment

Definition: a risk assessment that focuses on determining the likelihood of a potential borrower repaying a loan

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

credit score

Definition: a quantitative measure or category that results from a credit evaluation model

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

credit score category

Definition: a credit score that is a qualitative measure

Synonym:

Model-Generated Definition:

A kind of classifier and measure.

credit score factor

Definition: something that is taken into account when determining a CreditScore

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

credit score model

Definition: an algorithm for computing the credit score of e.g. a credit applicant

Synonym:

Model-Generated Definition:

An occurrence can be recognized when it meets the following condition:

credit score model type

Definition: a type corresonding to a family of credit scoring algorithms sharing common characteristics

Synonym:

Model-Generated Definition:

A kind of classifier.

credit score number

Definition: a credit score that is a quantitative measure

Synonym:

Model-Generated Definition:

A kind of measure. A valid occurrence satisfies the following necessary condition:

credit side

Definition:

Synonym:

Model-Generated Definition:

A kind of claim and owing side. A valid occurrence satisfies the following necessary conditions:

credit spread

Definition: In finance, a credit spread is the yield spread, or difference in yield between different securities, due to different credit quality. The credit spread reflects the additional net yield an investor can earn from a security with more credit risk relative to one with less credit risk. The credit spread of a particular security is often quoted in relation to the yield on a credit risk-free benchmark security or reference rate. Further Notes There are several measures of credit spread, including Z-spread and option-adjusted spread. Old definition (Algo) The spread between the credit rating of something and its maturity. THis is now defined as a different term pending further review with Algorithmics. Update from SMER. difference between risk free price (price of govt bond) and the price of this security. (matches Wikipedia definition above) i.e. price of this credit versus the price of a (near) risk free credit. The latter is a reference security with low risk such as a Treasury Bond. Is this between prices or between yields? can be expressed as either wrt price or yield, and this is detemined by context for different markets. Try and get a list. This is more generic - the meaning is not that it is speciufically wrt yield as such. Debt Price Spread is in context of price, whereas this is more generic.

Synonym:

Model-Generated Definition:

A kind of yield spread. A valid occurrence satisfies the following necessary conditions:

credit support agreement

Definition:

Synonym:

Model-Generated Definition:

A kind of contract. A valid occurrence satisfies the following necessary conditions:

credit support beneficiary

Definition:

Synonym:

Model-Generated Definition:

A kind of contract counterparty.

credit support default event

Definition: Failure of some Credit Support Agreement.

Synonym:

Model-Generated Definition:

A kind of credit event. A valid occurrence satisfies the following necessary condition:

credit support provider

Definition:

Synonym:

Model-Generated Definition:

A kind of contract principal.

credit trade line

Definition: an information product derived from the transaction history of a credit account

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

credit union (from package /Release/Financial Business And Commerce/Functional Entities/NorthAmericanEntities/CAFinancialServicesEntities/credit union)

Definition: a not-for-profit financial institution, typically formed by the employees of a company, labor union, or religious group, operated as a cooperative association organized for the purpose of promoting thrift among its members and creating a source of credit for provident or productive purposes

Synonym:

Model-Generated Definition:

A kind of savings association. A valid occurrence satisfies the following necessary condition:

credit union (from package /Release/Financial Business And Commerce/Functional Entities/NorthAmericanEntities/USFinancialServicesEntities/credit union)

Definition: a cooperative association organized for the purpose of promoting thrift among its members and creating a source of credit for provident or productive purposes

Synonym:

Model-Generated Definition:

A kind of thrift institution.

credit watch direction

Definition:

Synonym:

Model-Generated Definition:

credit watch downgrade

Definition:

Synonym:

Model-Generated Definition:

A kind of credit watch direction.

credit watch outlook

Definition:

Synonym:

Model-Generated Definition:

credit watch upgrade

Definition:

Synonym:

Model-Generated Definition:

A kind of credit watch direction.

CreditFacilityTypeSelection

Definition: Types of purpose for which a credit facility tranche may be set up or may exist.

Synonym:

Model-Generated Definition:

creditor

Definition: a party to whom an obligation, such as an amount of money, or good, or performance of some service exists

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Creditworthiness

Definition: A selection of types of creditworthiness, such as sub prime. Created for ABS but may be referred to in any instrument or tranche where this is a feature.

Synonym:

Model-Generated Definition:

creditworthiness selection

Definition:

Synonym:

Model-Generated Definition:

crime syndicate

Definition: An informal grouping formed for the purposes of organized criminal activities

Synonym:

Model-Generated Definition:

A kind of illegal organization.

criminal law

Definition: The body of law that defines conduct that is not allowed because it is held to threaten, harm or endanger the safety and welfare of people, and that sets out the punishments to be imposed on people who do not obey these laws.

Synonym:

Model-Generated Definition:

A kind of common law.

cross default provisions

Definition:

Synonym:

Model-Generated Definition:

A kind of o t c master agreement contractual commitment. A valid occurrence may have the following properties:

cross-currency interest rate swap

Definition: a swap in which the two streams of interest payments are in different currencies

Synonym:

Model-Generated Definition:

A kind of interest rate swap. A valid occurrence satisfies the following necessary condition:

cumulative facet

Definition:

Synonym:

Model-Generated Definition:

cumulative preference share

Definition:

Synonym:

Model-Generated Definition:

A kind of preference share. A valid occurrence may have the following properties:

CumulativeFacet.1

Definition:

Synonym:

Model-Generated Definition:

currency

Definition: medium of exchange value, defined by reference to the geographical location of the authorities responsible for it

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

currency business day type

Definition: When calculating the number of days between two dates the count includes only currency business days.

Synonym:

Model-Generated Definition:

A kind of day type.

currency conversion service

Definition: a foreign exchange service involving the conversion of currency of one country or group of countries for another, typically, but not always, as a counter transaction

Synonym:

Model-Generated Definition:

A kind of foreign exchange service.

currency forward rate

Definition: a rate of exchange between two currencies for settlement at some future point in time, expressed as a premium on the spot rate

Synonym:

Model-Generated Definition:

A kind of quoted exchange rate. A valid occurrence may have the following properties:

currency identifier

Definition: the trigraph representing the currency

Synonym:

Model-Generated Definition:

A kind of code element and identifier. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

currency instrument

Definition: a financial instrument used for the purposes of currency trading

Synonym:

Model-Generated Definition:

A kind of financial instrument.

currency option exercise terms set

Definition: Contractual terms defining when or under what circumstances an currency option is to be exercised.

Synonym:

Model-Generated Definition:

A kind of option instrument exercise terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

currency specification term

Definition: Term defining the currency or currencies for payments.

Synonym:

Model-Generated Definition:

A kind of contractual definition and o t c master agreement element. A valid occurrence may have the following properties:

currency spot buy rate

Definition: an indicative spot buying market rate as observed by the reporting source

Synonym:

Model-Generated Definition:

A kind of currency spot rate.

currency spot mid rate

Definition: an indicative middle market (mean of spot buying and selling) rate as observed by the reporting source

Synonym:

Model-Generated Definition:

A kind of currency spot rate.

currency spot rate

Definition: a rate to exchange one currency for another for immediate delivery

Synonym:

Model-Generated Definition:

A kind of quoted exchange rate.

currency spot sell rate

Definition: an indicative spot selling market rate as observed by the reporting source

Synonym:

Model-Generated Definition:

A kind of currency spot rate.

currency strategy

Definition: Strategy which is currency based.

Synonym:

Model-Generated Definition:

A kind of fund portfolio investment limitations. A valid occurrence may have the following properties:

currency swap transaction

Definition: A swap transaction in which the two streams of interest payments are in different currencies.

Synonym:

Model-Generated Definition:

A kind of i r swap transaction.

current employment statistics

Definition: a survey conducted on a regular basis that presents analytical information related to businesses and government agencies, in order to provide detailed industry data on employment, hours, and earnings of workers

Synonym:

Model-Generated Definition:

A kind of statistical program.

current equity status

Definition: Information about the status of the equity at a given point in time.

Synonym:

Model-Generated Definition:

A kind of information. A valid occurrence may have the following properties:

current l t v (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of loan to value ratio (please review). A valid occurrence may have the following properties:

current monetary amount

Definition: Monetary amount at the present time.

Synonym:

Model-Generated Definition:

A kind of current value and timed monetary amount.

current ordinary share dividend

Definition: Dividend at the present time.

Synonym:

Model-Generated Definition:

A kind of ordinary share dividend. A valid occurrence may have the following properties:

current population survey

Definition: a survey conducted on a regular basis that presents analytical information related to the general population of a given statistical area with respect to labor force, employment, unemployment, persons not in the labor force, hours of work, earnings, and other demographic and labor force characteristics

Synonym:

Model-Generated Definition:

A kind of statistical program. A valid occurrence satisfies the following necessary condition:

current principal balance applicability

Definition:

Synonym:

Model-Generated Definition:

A kind of penalty interest balance applicability.

current share status

Definition: Information about the status of the security at a given point in time.

Synonym:

Model-Generated Definition:

A kind of information. A valid occurrence may have the following properties:

current status

Definition: The status at the present time.

Synonym:

Model-Generated Definition:

A kind of status and status code value. A valid occurrence satisfies the following necessary condition:

current value

Definition: The value at the current point in time.

Synonym:

Model-Generated Definition:

A kind of timed value. A valid occurrence satisfies the following necessary condition:

current yield calculation method

Definition: The ratio of the interest payment amount to the clean price.

Synonym:

Model-Generated Definition:

A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:

curtailment amount applicability

Definition:

Synonym:

Model-Generated Definition:

A kind of penalty interest balance applicability.

curve convexity

Definition: The convexity of the curve between any two time-variant parameters.

Synonym:

Model-Generated Definition:

A kind of timed parameter. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

curve to use

Definition: This is a working note from ongoing reviews.

Synonym:

Model-Generated Definition:

A kind of spread curve.

customer (from package /Informative/Foundations/Transactions Ext/SupplyTransactions/customer)

Definition:

Synonym:

Model-Generated Definition:

A kind of transaction counterparty. A valid occurrence satisfies the following necessary condition:

customer (from package /Release/Foundations/Products And Services/ProductsAndServices/customer)

Definition: a buyer that receives or consumes products (goods or services) and has the ability to choose between different products and suppliers

Synonym:

Model-Generated Definition:

A kind of buyer. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

customer identifier

Definition: an identifier for a customer

Synonym:

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

D
d r i p

Definition: A kind of financial contract.

Synonym:

Model-Generated Definition:

A kind of mutual contractual agreement.

daily average market rate

Definition: a measure of the overall price level of a given rate, calculated as the sum of all values of the rates for a particular reference rate, foreign exchange rate, lending rate, or other market rate divided by the total number of rates collected over the course of a twenty-four (24) hour period for a specific date

Synonym:

Model-Generated Definition:

A kind of market rate. A valid occurrence satisfies the following necessary condition:

danish borrower call

Definition:

Synonym:

Model-Generated Definition:

A kind of call of issue.

data protection requirement (please review)

Definition: Requirements defining how data about individuals is held. Example is the EU DA directive and laws, which make the data the property of the individual that data is about. Covers - what information i sheld - who information can be divulged to. - the individual's rights in respect of that information Privacy regulations cover most of this. EU defines "Personal Data" and "Sensitive Personal Data". For credit reference agencies the latter would be covered. More detail about whether they can divulge facts which are not subject to formal judgements etc.

Synonym:

Model-Generated Definition:

A kind of legal requirement.

date (from package /Release/Foundations/Dates And Times/FinancialDates/date)

Definition: a calendar day on some calendar

Synonym:

Model-Generated Definition:

date (from package /Informative/Foundations/TimeExt/Time/date)

Definition:

Synonym:

Model-Generated Definition:

A kind of instant. A valid occurrence may have the following properties:

date and time value

Definition:

Synonym:

Model-Generated Definition:

A kind of time point value. A valid occurrence satisfies the following necessary condition:

date calculation

Definition:

Synonym:

Model-Generated Definition:

A kind of date determination.

date description

Definition:

Synonym:

Model-Generated Definition:

A kind of date time description. A valid occurrence may have the following properties:

  • date any number of occurrences of date.
date determination

Definition: The determination or adjustment of some date according to some rule.

Synonym:

Model-Generated Definition:

A kind of instant determination. A valid occurrence satisfies the following necessary condition:

date determination agency

Definition:

Synonym:

Model-Generated Definition:

A kind of date determination.

date determination convention

Definition:

Synonym:

Model-Generated Definition:

A kind of date determination.

date determination reference rule

Definition: A rule for determining a date or for making adjustments from a date determined by some means, to return another date, for example adjusting from a non working to a working date.

Synonym:

Model-Generated Definition:

A kind of rule. A valid occurrence satisfies the following necessary condition:

date determination terms set

Definition: Terms setting out how to determine dates in the future.

Synonym:

Model-Generated Definition:

A kind of contract terms set. A valid occurrence satisfies the following necessary conditions:

date determining agent

Definition: The agent which determines or is to determine the Determined Date.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

date period (from package /Release/Foundations/Dates And Times/FinancialDates/date period)

Definition: a time span over one or more calendar days, defined by at least two of three properties: (1) a start date, (2) an end date, and (3) a date period (duration); if more than one of these properties is missing, the DatePeriod is invalid

Synonym:

Model-Generated Definition:

A kind of time interval. A valid occurrence may have the following properties:

date period (from package /Informative/Foundations/TimeExt/Time/date period)

Definition:

Synonym:

Model-Generated Definition:

A kind of interval. A valid occurrence satisfies the following necessary conditions:

date returned by settlement date rule (from package /Release/Securities/Securities/ParametricSchedules/date returned by settlement date rule)

Definition: a rule-determined date that is a published rule for defining the date returned by settlement date

Synonym:

Model-Generated Definition:

A kind of rule-determined date. A valid occurrence may have the following properties:

date returned by settlement date rule (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/date returned by settlement date rule)

Definition:

Synonym:

Model-Generated Definition:

A kind of ISDA rule determined date. A valid occurrence may have the following properties:

date returned by trading date rule (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/date returned by trading date rule)

Definition:

Synonym:

Model-Generated Definition:

A kind of ISDA rule determined date. A valid occurrence may have the following properties:

date returned by trading date rule (from package /Release/Securities/Securities/ParametricSchedules/date returned by trading date rule)

Definition: a rule-determined date that is a published rule for defining the date returned by trading date

Synonym:

Model-Generated Definition:

A kind of rule-determined date. A valid occurrence may have the following properties:

date roll rule

Definition: A rule to apply when a date returned by some date specification or parametric schedule specification results in a non working day.

Synonym:

Model-Generated Definition:

A kind of date determination reference rule and rule. A valid occurrence may have the following properties:

date specification

Definition: The specification of a Specified Date.

Synonym:

Model-Generated Definition:

A kind of instant specification.

date termination terms

Definition:

Synonym:

Model-Generated Definition:

A kind of date determination.

date time

Definition: a combination of a date and a time, without a time zone

Synonym:

Model-Generated Definition:

date time description

Definition:

Synonym:

Model-Generated Definition:

A kind of temporal entity description. A valid occurrence may have the following properties:

date time stamp

Definition: a combination of a date, a time, and a time zone

Synonym: time stamp

Model-Generated Definition:

date value

Definition:

Synonym:

Model-Generated Definition:

A kind of time point value. A valid occurrence satisfies the following necessary condition:

dated balance

Definition: A balance at a point in time in the past, present or future.

Synonym:

Model-Generated Definition:

A kind of balance and timed parameter. A valid occurrence may have the following properties:

dated duration specification

Definition:

Synonym:

Model-Generated Definition:

A kind of timed duration specification.

dated monetary amount

Definition:

Synonym:

Model-Generated Definition:

A kind of timed monetary amount.

dated past value

Definition: A value at a given time and date. The value of a dated parameter, at a stated point in the past, present or future.

Synonym:

Model-Generated Definition:

A kind of past value. A valid occurrence may have the following properties:

dated percentage

Definition:

Synonym:

Model-Generated Definition:

A kind of timed percentage.

DateRollRuleDirection

Definition: The selection of possible directions in which to roll dates in a Date Roll Rule or in a Modify Convention Roll Rule.

Synonym:

Model-Generated Definition:

A kind of method.

day and month value

Definition:

Synonym:

Model-Generated Definition:

A kind of temporal value. A valid occurrence satisfies the following necessary condition:

day count convention

Definition: The convention used to calculate the number of days in an interest payment period.

Synonym:

Model-Generated Definition:

day of month

Definition:

Synonym:

Model-Generated Definition:

A kind of business recurrence interval convention.

day of the month

Definition: a business recurrence interval that indicates a specific, recurring day of the month

Synonym:

Model-Generated Definition:

A kind of business recurrence interval.

day of the week

Definition: a business recurrence interval that indicates a specific, recurring day of the week

Synonym:

Model-Generated Definition:

A kind of business recurrence interval.

day of week

Definition:

Synonym:

Model-Generated Definition:

A kind of business recurrence interval convention.

day type

Definition: The type of day specified when stating some duration as a number of days between two dates.

Synonym:

Model-Generated Definition:

day-count convention

Definition: a business recurrence interval convention that is used to calculate the number of days in an interest payment, which applies to the amount of accrued interest or the present value for debt instruments

Synonym:

Model-Generated Definition:

A kind of business recurrence interval convention and expression.

de facto control

Definition: control that is understood, due to condition or situation treated as standard or official, even if not explicitly stated (or actually standardized)

Synonym:

Model-Generated Definition:

A kind of controlling capacity.

de facto controlling interest party

Definition: A party which exercises some control over an entity other than via some constitutional instrument such as shares.

Synonym:

Model-Generated Definition:

A kind of controlling interest party. A valid occurrence satisfies the following necessary conditions:

de jure control

Definition: control that is formalized in law, or codified in some legal instrument

Synonym:

Model-Generated Definition:

A kind of controlling capacity and legal construct.

de jure controlling interest

Definition: controlling interest that is formalized by some formal legal construct

Synonym:

Model-Generated Definition:

A kind of de jure control.

de jure controlling interest party

Definition: An entity that may exercise de jure controlling interest

Synonym:

Model-Generated Definition:

A kind of controlling interest party. A valid occurrence satisfies the following necessary condition:

debenture

Definition: A type of debt instrument that is not secured by physical asset or collateral. Debentures are backed only by the general creditworthiness and reputation of the issuer. Both corporations and governments frequently issue this type of bond in order to secure capital. Like other types of bonds, debentures are documented in an indenture.

Synonym:

Model-Generated Definition:

A kind of bond. A valid occurrence may have the following properties:

debenture securitization conditions

Definition: Terms, if any, by which a Debenture is secured. This is a description of the properties by which it is secured, being those not otherwise pledged.

Synonym:

Model-Generated Definition:

A kind of contractual commitment. A valid occurrence may have the following properties:

debt (from package /Release/Financial Business And Commerce/Debt And Equities/Debt/debt)

Definition: an obligation to pay something, such as an amount of money, good, service, or instrument

Synonym:

Model-Generated Definition:

A kind of commitment. A valid occurrence satisfies the following necessary conditions:

debt (from package /Provisional/Securities/Debt/Debt Foundations/DebtFinance/debt)

Definition: A sum of money owed by one party to another party.

Synonym:

Model-Generated Definition:

A kind of commitment. A valid occurrence satisfies the following necessary conditions:

debt american call exercise type

Definition:

Synonym:

Model-Generated Definition:

A kind of american exercise convention. A valid occurrence may have the following properties:

debt asset interest return stream

Definition: A leg which embodies the interest payments on a debt instrument which is the reference asset for a Swap.

Synonym:

Model-Generated Definition:

A kind of simple return stream. A valid occurrence satisfies the following necessary condition:

debt bermudan call exercise type

Definition:

Synonym:

Model-Generated Definition:

A kind of bermuda exercise convention. A valid occurrence satisfies the following necessary condition:

debt call terms

Definition:

Synonym:

Model-Generated Definition:

A kind of principal repayment terms. A valid occurrence may have the following properties:

debt claim

Definition:

Synonym:

Model-Generated Definition:

A kind of r e a claim.

debt collateral

Definition: Debt Assets pledged to a lender until a loan is repaid. Further notes: This provides one means by which some extension of finance (such as a loan, debt or equity issue) is under-written.

Synonym:

Model-Generated Definition:

A kind of collateral. A valid occurrence satisfies the following necessary condition:

Debt Consolidation

Definition:

Synonym:

Model-Generated Definition:

A kind of mortgage loan purpose.

debt conversion terms

Definition: Contractual specifications when a Convertible Bond can be converted to another security (usually of the same issuer).

Synonym:

Model-Generated Definition:

A kind of conversion terms and tradable debt security redemption terms set. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

debt convexity analytic

Definition: The second derivative of a security's price with respect to its yield, divided by the security's price. A security exhibits positive convexity when its price rises more for a downward move in its yield than its price declines for an equal upward move in its yield. Further notes: A measure of the change in price for a given change in Modified Duration. This always (necessarily) refers to Modified Duration. This is used as another risk measurement. Numerator is always (a) duration - either MacCaulays or Modified. Always rate of change of (one of the) Duration against some other parameter. The other paramater can be characterised as a Yield (it may be the Price, but that has a relationship to the Yield in any case). REVIEW: Inconsistency in the above - is it always necessarily Modified Duration that is referred to, or "any" Duration measure (Macaulays and.or Modified)? notes 9 Dec A measure of the sensitivity of the price with reference to interest rates. This is normally determined with reference to maturity, but since there are different maturity dates, this figure gives an estimate of the equitvalent if you had a homogenous portfolio, i.e. this is an estimate based on a pure equivalent, homogenous portfolio. Convexity of instrument versus portfolio. Sees instrument in terms of the set of cashflows. The term Convexity can be applied either to a bond or to a portfolio. More notes: When you get Convexit in MD, it will tell you what Duration it is refrfering to, along with Redemption Date (logically). Also if there is Option Adjusted Yield, there is a third set of analytics. What are they? i.e. OA Convexity, Duration Yield and the rest. Conclusions: Agreed to revisit this in OTC.

Synonym:

Model-Generated Definition:

A kind of curve convexity. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

debt derivative contract

Definition:

Synonym:

Model-Generated Definition:

A kind of asset derivative contract. A valid occurrence satisfies the following necessary condition:

debt european call exercise type

Definition:

Synonym:

Model-Generated Definition:

A kind of european exercise convention. A valid occurrence may have the following properties:

debt finance

Definition: Funds loaned or extended from one party to another for some purpose. Further notes: This is a loan or a debt security principal amount. This term is distinguished from "Debt" or "Credit" in that the latter are balances at a point in time; however it is also referred to as debt for example in debt securities, since a loaned or securitized amount constitutes a debt when it is advanced (and ceases to constitute a debt when it is paid off). As such, this usually has interest payable and may have collateral. In Islamic products there is no interest. This may be a loan (realized as a draw-down on a credit facillity) or it may be a debt set up as part of the issuance of a debt security.

Synonym:

Model-Generated Definition:

A kind of debt, debt, and relationship context. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

debt guarantor

Definition: Some party which insures lenders against loss due to a borrower's default, death, disability, or bankruptcy.

Synonym:

Model-Generated Definition:

A kind of contract guarantor.

debt independently evaluated price

Definition: "Evaluated Price" is the price you get from the vendors.

Synonym:

Model-Generated Definition:

A kind of debt published point in time price and derived price. A valid occurrence satisfies the following necessary condition:

debt instrument

Definition:

  • A paper or electronic obligation that enables the issuing party to raise funds by promising to repay a lender in accordance with terms of a contract. Types of debt instruments include notes, bonds, certificates, mortgages, leases or other agreements between a lender and a borrower.
  • a financial instrument evidencing a contractual obligation by the issuer to the holder to pay cash or deliver some other asset on terms as specified

Synonym:

Model-Generated Definition:

A kind of written contract, credit agreement, and financial instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

debt instrument analytical parameter

Definition: Parameter describing some aspect of the behaviour of a debt instrument, that may vary over time.

Synonym:

Model-Generated Definition:

A kind of financial instrument analytical parameter. A valid occurrence satisfies the following necessary condition:

debt instrument issue information

Definition: Information about the Issuance of a Debt Security, which is maintained throughout the life of the Security.

Synonym:

Model-Generated Definition:

A kind of issued security issue information. A valid occurrence may have the following properties:

debt instrument pool analytic

Definition: A measure of some aspect of the behaviour or a pool of securitized debt i.e. a pool of debt instruments. Futher Notes: Nothing defined under this yet. We have analytics for pools of individual debt products (mortgages, loans, auto loans), but not the equivalent sorts of terms implied for a securitixed debt pool. Presumably these would be aggregate terms similar or equivalent to analytics for debt instruments, such as yield, average live, convixity and so on. As such these would be similar to porfolio analytics (not modeled).

Synonym:

Model-Generated Definition:

A kind of debt pool analytical parameter.

debt instrument reference rate

Definition: The interest rate of some debt instrument which is referred to in calculations of some sort.

Synonym:

Model-Generated Definition:

A kind of market rate.

debt instrument yield

Definition: The return on the debt instrument at the stated price.

Synonym:

Model-Generated Definition:

A kind of yield. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

debt issuance process information

Definition: Information specific to the Issuance of a Debt security.

Synonym:

Model-Generated Definition:

A kind of traded instrument issuance process information (please review). A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

debt issuance program

Definition: A series of debt security issuances over time.

Synonym:

Model-Generated Definition:

A kind of issuance program (please review). A valid occurrence satisfies the following necessary condition:

debt issuance purpose

Definition: Purpose for the Issuance of a Debt Security. Also defines processes to be followed in some instances.

Synonym:

Model-Generated Definition:

A kind of purpose.

debt issue prospectus

Definition: The prospectus for the debt issue, describing the terms of the issue and each of the instruments included in the debt issue. Term origin:SMER

Synonym:

Model-Generated Definition:

A kind of security final prospectus.

debt issue underwriter

Definition:

Synonym:

Model-Generated Definition:

A kind of security underwriter (please review).

debt margin spread

Definition: The spread between a Bid Price and an Offer Price.

Synonym:

Model-Generated Definition:

A kind of debt price spread. A valid occurrence satisfies the following necessary conditions:

debt observable

Definition: The instrument which is defined as the Reference Asset for this leg. This is the instrument the interest cashflows of which become payable under this leg of the Swap.

Synonym:

Model-Generated Definition:

A kind of asset underlier. A valid occurrence satisfies the following necessary condition:

debt offer issue

Definition: An Issue of one or more debt securities, as all or part of an Offering of securities to the market.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

debt offering

Definition: an offering of one or more debt instruments for sale

Synonym:

Model-Generated Definition:

A kind of securities offering. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

debt pool

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

debt pool analytical parameter

Definition: A measure of some aspect of some pool of debt, such as a pool of loans or a pool of securitized debt products.

Synonym:

Model-Generated Definition:

A kind of pool analytical parameter.

debt price independent evaluator

Definition:

Synonym:

Model-Generated Definition:

debt price spread

Definition: The difference between the [what?] of a security and the fair price value of a different security which is used as a point of reference. The spread is used to determine the price of the instrument. (draft definition)

Synonym:

Model-Generated Definition:

A kind of price spread. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

debt published point in time price

Definition: A debt price, usually in the form of a spread, published by a data provider at some point in time such as the end of the trading day.

Synonym:

Model-Generated Definition:

A kind of debt security price and traded security published price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

debt s p v

Definition: A Special Purpose Vehicle (SPV) set up specifically to issue a debt security or securities. It is set up by a company or a group of companies to create instruments that are off the company's balance sheet.

Synonym:

Model-Generated Definition:

A kind of special purpose vehicle. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

debt securities issuance

Definition: SPV set up to issue debt instruments such as for structured finance.

Synonym:

Model-Generated Definition:

A kind of securities issuance.

debt securities market maker

Definition: An actor which has the role of Market Maker in a given market.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

debt security bid price

Definition: A price quoted for purchase of a quantity of a debt security in the marketplace. This may be either the OTC market or a securities exchange or a composite market consisting of several exchanges or trading facilities.

Synonym:

Model-Generated Definition:

A kind of debt security quote price.

debt security delivery

Definition:

Synonym:

Model-Generated Definition:

A kind of underlying security delivery.

debt security interest amount

Definition: The amount of interest paid out on a debt security at a given point in time.

Synonym:

Model-Generated Definition:

A kind of timed parameter.

debt security interest payment terms

Definition: Terms defining the interest or Coupon to be paid on a security.

Synonym:

Model-Generated Definition:

A kind of interest payment terms. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

debt security offer price

Definition: A price quoted for sale of a quantity of a debt security in the marketplace. This may be either the OTC market or a securities exchange or a composite market consisting of several exchanges or trading facilities.

Synonym:

Model-Generated Definition:

A kind of debt security quote price.

debt security price

Definition: The price of a Debt Instrument at some point in time.

Synonym:

Model-Generated Definition:

A kind of security price. A valid occurrence may have the following properties:

debt security quote price

Definition: A price quoted for purchase or sale of a quantity of a debt security in the marketplace. This may be either the OTC market or a securities exchange or a composite market consisting of several exchanges or trading facilities.

Synonym:

Model-Generated Definition:

A kind of debt security price and traded security published price.

debt side

Definition: Money which is owed by one party (the Debtor) to another party (the Creditor) at some point in time, as seen from the perspective of the Debtor.

Synonym:

Model-Generated Definition:

A kind of claim, liability, and owing side. A valid occurrence satisfies the following necessary conditions:

debt stake in fund

Definition: A stake held in a fund by way of a Bond Unit.

Synonym:

Model-Generated Definition:

A kind of stake in fund. A valid occurrence satisfies the following necessary condition:

debt terms (from package /Release/Financial Business And Commerce/Debt And Equities/Debt/debt terms)

Definition: contract terms that specify the formal rights and obligations of borrower and lender under a contract in which funds are lent from the one party to the other

Synonym:

Model-Generated Definition:

A kind of contractual commitment. A valid occurrence may have the following properties:

debt terms (from package /Provisional/Securities/Debt/Debt Foundations/DebtFinance/debt terms)

Definition: Terms setting out the formal rights and obligations of borrower and lender under a contract in which funds are lent from the one party to the other.

Synonym:

Model-Generated Definition:

A kind of contract terms set.

debt yield to average life

Definition: The yield achieved by substituting a bond's average life for the issue's final maturity date.

Synonym:

Model-Generated Definition:

A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:

debt yield to equivalent life

Definition: The yield achieved by substituting a bond's equivalent life for the issue's final maturity date.

Synonym:

Model-Generated Definition:

A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:

debt yield to maturity

Definition: The internal rate of return an investor would achieve if he or she purchased that bond at its current dirty price, and held it to maturity, assuming all coupon and principal payments are received as scheduled.

Synonym:

Model-Generated Definition:

A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:

debt yield to next call

Definition: The yield of a bond to the next possible call date.

Synonym:

Model-Generated Definition:

A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:

debt yield to worst

Definition: Yield to the worst case of when the instrument might be called.

Synonym:

Model-Generated Definition:

A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:

debtor

Definition: a party that owes a debt

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence may have the following properties:

DebtRelativeValueSelection

Definition: A relative value of a debt instrument at some point in time. This is exhaustively either par value, a discount or a premium.

Synonym:

Model-Generated Definition:

decimal price quotation

Definition:

Synonym:

Model-Generated Definition:

A kind of equity price quotation method.

declaration

Definition: Some formal communication in which some party makes a statement to the reader or the world at large about some fact or occurrence.

Synonym:

Model-Generated Definition:

A kind of written communication.

deemed parent

Definition: A party which is deemed to be a "Parent" for some purpose, as defined by some specific ownership threshold other than that defined for Parent i.e. other than 50% + 1 voting share.

Synonym:

Model-Generated Definition:

A kind of voting shareholding company. A valid occurrence satisfies the following necessary condition:

deemed subsidiary

Definition:

Synonym:

Model-Generated Definition:

A kind of controlled company. A valid occurrence satisfies the following necessary condition:

default interest obligation

Definition: Obligation in respect of defaults in the performance of any payment obligation.

Synonym:

Model-Generated Definition:

A kind of o t c derivatives master agreement obligation. A valid occurrence may have the following properties:

default proceeding type selection

Definition: (1) Default amount (2) Property Sale (3) Loss amount (4) Recoveries (5) Professional Negligence

Synonym:

Model-Generated Definition:

default rate

Definition: The rate at which holders of loans in the pool default on those loans.

Synonym:

Model-Generated Definition:

A kind of loan pool analytic. A valid occurrence may have the following properties:

defaulting party

Definition:

Synonym:

Model-Generated Definition:

deferred loan

Definition:

Synonym:

Model-Generated Definition:

A kind of disbursed loan. A valid occurrence may have the following properties:

defined conditions payout commitment

Definition: A commitment which is only made when certain defined conditions are met. Further notes: Like all contractual commitments, the details of the commitment (and in this case, the conditions) are defined in the corresponding Contractual Terms. These set out what the commitment is and what the conditions are under which it is to be met. Term introduced in order to support digital and other exotic options. Note this is similar to but distinct from commitments where the specific nature of the commitment (typically a cashflow) is defined by resolving some mathematical formula i.e. where the commitment to do something is not conditional but the precise monetary amounts (payment, settlement) are.

Synonym:

Model-Generated Definition:

A kind of option payout commitment.

degree of control

Definition: the degree of control one entity has over another

Synonym:

Model-Generated Definition:

A kind of reference. A valid occurrence may have the following properties:

delegated legal authority

Definition: institutionalized and legal power inherent in a particular job, function, or position that is meant to enable its holder to successfully carry out his or her responsibilities, where such power has been delegated through some formal means

Synonym:

Model-Generated Definition:

A kind of legal capacity.

delinquency borrower facts (please review)

Definition: Facts about the borroewr in the event of some delinquency.

Synonym:

Model-Generated Definition:

A kind of borrower ongoing dated facts (please review). A valid occurrence satisfies the following necessary condition:

delinquent loan

Definition: A loan which is an active loan (in Repayment phase), which is in default.

Synonym:

Model-Generated Definition:

A kind of disbursed loan. A valid occurrence may have the following properties:

deliver cash (from package /Release/Derivatives/Derivatives Contracts/OTCInstruments/deliver cash)

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

deliver cash (from package /Release/Derivatives/Derivatives Contracts/DerivativesBasics/deliver cash)

Definition: commitment to deliver cash at the earliest available date as per settlement convention

Synonym:

Model-Generated Definition:

A kind of delivery terms and payment obligation.

deliverable obligation

Definition: An asset which is to be delivered as settlement of a CDS deal.

Synonym:

Model-Generated Definition:

A kind of economic resource. A valid occurrence satisfies the following necessary condition:

deliverable obligation buyer

Definition: The party which is obligated to purchase the Deliverable Obligation in the event that the CDS Contingent Transaction takes place. Deifnition Origin:SMER

Synonym:

Model-Generated Definition:

deliverable obligation seller

Definition: The party which is obligated to sell the Deliverable Obligation in the event that the CDS Contingent Transaction takes place. Deifnition Origin:SMER

Synonym:

Model-Generated Definition:

deliverable underlier

Definition: The Underlying of a Derivatives Contract, which may also be delivered on exercise or expiry of that contract.

Synonym:

Model-Generated Definition:

A kind of underlier.

delivery method

Definition: The means or process used in delivering something.

Synonym:

Model-Generated Definition:

A kind of method.

delivery obligation

Definition: Obligation to make deliveries on transactions transacted under the Master Agreement, as specified in any Confirmation made by that party.

Synonym:

Model-Generated Definition:

A kind of o t c derivatives master agreement obligation. A valid occurrence may have the following properties:

delivery terms (from package /Informative/Foundations/Transactions Ext/SupplyTransactions/delivery terms)

Definition:

Synonym:

Model-Generated Definition:

A kind of supply transaction terms. A valid occurrence may have the following properties:

delivery terms (from package /Release/Derivatives/Derivatives Contracts/DerivativesBasics/delivery terms)

Definition:

Synonym:

Model-Generated Definition:

A kind of derivative transaction terms and settlement terms.

delta

Definition: First derivative of option value with respect to theoretical price is a delta (or on a position). Theoretical price

Synonym:

Model-Generated Definition:

A kind of options greek.

deposit account

Definition: an account that provides a record of money placed with a depository institution for safekeeping and management

Synonym:

Model-Generated Definition:

A kind of banking product and investment or deposit account. A valid occurrence satisfies the following necessary conditions:

depositary bank

Definition: A bank which is set up and authorized to issue Depositary Receipts.

Synonym:

Model-Generated Definition:

A kind of Bank.

depositary receipt issuer

Definition: The party which is the issuer of a Depository Receipt in some jurisdiciton.

Synonym:

Model-Generated Definition:

A kind of security issuer. A valid occurrence satisfies the following necessary condition:

depository institution

Definition: any financial institution engaged in the business of receiving demand deposits from the public or other institutions

Synonym:

Model-Generated Definition:

A kind of financial institution.

depreciation

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

derivative contract party

Definition: a party to a derivative instrument

Synonym:

Model-Generated Definition:

A kind of contract party and contractual transaction party. A valid occurrence satisfies the following necessary conditions:

derivative instrument

Definition: a financial instrument that confers on its holders certain rights or obligations, whose value is derived from one or more underlying assets

Synonym: derivative contract

Model-Generated Definition:

A kind of contractual economic agreement, economic contract, and financial instrument. A valid occurrence satisfies the following necessary conditions:

derivative spread

Definition:

Synonym:

Model-Generated Definition:

A kind of financial instrument analytical parameter and spread.

derivative transaction terms

Definition: the contract terms for a derivative transaction, covering payment or delivery by either party to the other

Synonym:

Model-Generated Definition:

A kind of contractual commitment.

derivatives broker

Definition: A party which is party to the transaction between entities which are not on the Derivatives Exchange. The Broker is then also a member of the Exchange (see Trading PArticipant), and in this context is the one who carries out the deals on the exchange, and who settles his margin daily. These may poarticipate in the OTC market also, where they just get a fee for introdiucing them. In formal exchanges, the Broker is doing th edeal, and the fact that the deal is passed on to others is a separate transaction, which they are also party to.

Synonym:

Model-Generated Definition:

derivatives clearing

Definition: The service... This is correect - this role applies the same to Futures and Options contracts on derivatives exchanges. This is always on a Futures Exchange. There are similar terms / facilities for options traded on a Stock Exchange. Also American v European by implication of the nature of the underlying i.e. whether it's a stock or a futures contract.

Synonym:

Model-Generated Definition:

A kind of derivatives listing.

derivatives close time

Definition:

Synonym:

Model-Generated Definition:

A kind of valuation time type.

derivatives delivery cash

Definition: Cash settlement involves paying the difference between the futures price and the spot price of the underlying asset

Synonym:

Model-Generated Definition:

A kind of derivatives delivery type.

derivatives delivery physical

Definition: Delivery means physically delivering the underlying asset on the agreed date. Term in an options or futures contract which requires the actual underlying asset to be delivered upon the specified delivery date, rather than being traded out with offsetting contracts.

Synonym:

Model-Generated Definition:

A kind of derivatives delivery type.

derivatives delivery squaring off

Definition: Squaring off means taking a position opposite your initial one. For example, you square off the purchase of a gold futures contract by selling the identical contract.

Synonym:

Model-Generated Definition:

A kind of derivatives delivery type.

derivatives delivery type

Definition: Type of delivery for a traded futures or options contract; the way in which a contract is settled in the event of expiry or exercise.

Synonym:

Model-Generated Definition:

A kind of delivery method.

derivatives exchange

Definition: Exchange where futures contracts and options on futures contracts are traded.

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

derivatives listing

Definition: A listing of an instrument on a derivatives exchange. The listing is a product of the individual exchange.

Synonym:

Model-Generated Definition:

A kind of security listing. A valid occurrence may have the following properties:

derivatives price determination method

Definition: Method by which prices are arrived at for derivatives securities (futures or options).

Synonym:

Model-Generated Definition:

A kind of method and price determination method.

derived price

Definition: Any price which is derived from some other source or calculation rather than being the price at which something actually traded or was quoted.

Synonym:

Model-Generated Definition:

A kind of debt security price.

derived quantity

Definition: a quantity kind, in a system of quantities, that is not a base quantity of the system but may be defined in terms of base quantities of the system

Synonym:

Model-Generated Definition:

A kind of quantity kind. A valid occurrence satisfies the following necessary condition:

derived unit

Definition: a measurement unit for a derived quantity

Synonym:

Model-Generated Definition:

A kind of measurement unit. A valid occurrence satisfies the following necessary condition:

desired result

Definition: End that is a state or target that an autonomous agent intends to maintain or sustain Editorial Note: Original definition from BMM, which is too narrow (defined only in context of business) states: "end that is a state or target that the enterprise intends to maintain or sustain" Definition Adapted From: BMM

Synonym:

Model-Generated Definition:

determined date

Definition: Date determined by some means or method at some time in the future, such as by applying roll rules to a business calendar.

Synonym:

Model-Generated Definition:

A kind of date and determined temporal thing.

determined temporal entity

Definition:

Synonym:

Model-Generated Definition:

A kind of determined temporal thing and temporal entity. A valid occurrence satisfies the following necessary condition:

determined temporal thing

Definition:

Synonym:

Model-Generated Definition:

A kind of temporal thing. A valid occurrence satisfies the following necessary condition:

difference (from package /Release/Indices And Indicators/Economic Indicators/EconomicIndicators/difference)

Definition: a quantity by which amounts differ; the remainder left after subtraction of one value from another

Synonym:

Model-Generated Definition:

A kind of expression, quantity value, and statistical measure. A valid occurrence satisfies the following necessary condition:

difference (from package /Informative/Foundations/MathExt/Math/difference)

Definition: The difference between two numerical parameters.

Synonym:

Model-Generated Definition:

A kind of comparison.

Dimension

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

Dimension Vector

Definition:

Synonym:

Model-Generated Definition:

direct expense

Definition: Cost of Sales

Synonym:

Model-Generated Definition:

A kind of expenditure.

Direction

Definition:

Synonym:

Model-Generated Definition:

dirty price

Definition:

Synonym:

Model-Generated Definition:

A kind of debt security price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

disbursed loan

Definition:

Synonym:

Model-Generated Definition:

A kind of loan drawdown. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

discharging event

Definition: The event in which the

Synonym:

Model-Generated Definition:

A kind of transaction business event. A valid occurrence satisfies the following necessary conditions:

disclosure requirement (please review)

Definition: Requirement for disclosure to borrowers or potential borrowers. There are two kinds of disclosure requirement: 1. Disclosure about the information held on the borrower 2. Disclsure about the product.

Synonym:

Model-Generated Definition:

A kind of consumer credit requirement (please review).

discount curve to use

Definition: This is a working note from ongoing reviews.

Synonym:

Model-Generated Definition:

A kind of curve to use.

discount value

Definition:

Synonym:

Model-Generated Definition:

A kind of DebtRelativeValueSelection.

discounted c p

Definition: A Discounted CP is similar to a Treasury Bill except the maturity is 270 days or less. Therefore (draft definition): A Money Market instrument (short term debt instrument) issued by a corporation for the purposes of raising funds. This is tradable and accretes interest i.e. it is a Discounted Instrument. It has a maturity of 270 days or less.

Synonym:

Model-Generated Definition:

A kind of commercial paper. A valid occurrence satisfies the following necessary condition:

discounted instrument

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

discounted instrument yield

Definition: Yield quoted for a discount instrument. This is the ratio of the discount to the face value, divided by the period to maturity as a fraction of a year.

Synonym:

Model-Generated Definition:

A kind of debt instrument yield.

Discounted Value

Definition:

Synonym:

Model-Generated Definition:

A kind of Measured Value.

discrete physical thing

Definition: Some physical item with well defined physical extent.

Synonym:

Model-Generated Definition:

A kind of physical item.

dispersion leg

Definition:

Synonym:

Model-Generated Definition:

A kind of realized variable leg. A valid occurrence satisfies the following necessary condition:

dispersion leg terms

Definition: Either leg of a Dispersion Swap. This is a structure defining one or other underlying component of a Dispersion Swap.

Synonym:

Model-Generated Definition:

A kind of realized variable swap side terms.

dispersion swap contract

Definition:

Synonym:

Model-Generated Definition:

A kind of swap.

dispersion swap index constituents leg terms

Definition: The side of a dispersion swap where the underlying is a defined sub-set of an index, i.e. a set of constituents of that index.

Synonym:

Model-Generated Definition:

A kind of dispersion leg terms. A valid occurrence satisfies the following necessary condition:

dispersion swap index leg terms

Definition: The side of a dispersion swap which has a particular index as its underlying. Further notes: This is a leg of a dispersion swap, which is defined by the index itself. This may be set against the other leg which is made up of a defined part of that index. Review comment: aren't really legs.

Synonym:

Model-Generated Definition:

A kind of dispersion leg terms. A valid occurrence satisfies the following necessary condition:

dispersion swap transaction

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

disposition right

Definition: The right to dispose of a thing as one sees fit

Synonym:

Model-Generated Definition:

A kind of right.

distressed ratings downgrade

Definition: The fact that the rating of the reference obligation is downgraded to a distressed rating level. Further notes: From a usage standpoint, this credit event is typically not applicable in case of RMBS trades. A credit event. FpML full definition: 'A credit event. Results from the fact that the rating of the reference obligation is downgraded to a distressed rating level. From a usage standpoint, this credit event is typically not applicable in case of RMBS trades.'

Synonym:

Model-Generated Definition:

A kind of obligation credit event.

distributing share class

Definition:

Synonym:

Model-Generated Definition:

A kind of fund share class unit. A valid occurrence may have the following properties:

distribution

Definition:

Synonym:

Model-Generated Definition:

distribution by payment

Definition: Distribution by payment of a monetary amount.

Synonym:

Model-Generated Definition:

A kind of dividends distribution method.

distribution by reinvestment

Definition: Distribution by reinvestment in the same equity or fund.

Synonym:

Model-Generated Definition:

A kind of dividends distribution method.

distribution by security

Definition: Pay by Security

Synonym:

Model-Generated Definition:

A kind of dividends distribution method.

distribution method

Definition: The means by which monies or benefits accruing from the possession of something are distributed to the holders of that thing.

Synonym:

Model-Generated Definition:

A kind of method.

dividend adjustment period

Definition: A period used to calculate the Deviation between Expected Dividend and Actual Dividend in that Period.

Synonym:

Model-Generated Definition:

A kind of date period.

dividend conditions

Definition: Conditions governing the payment of dividends to the receiver of the equity forward.

Synonym:

Model-Generated Definition:

dividend leg dividend period

Definition: A part of a Dividend Leg, which is the dividend period and the terms relating to this.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

dividend period

Definition: A dividend payment period.

Synonym:

Model-Generated Definition:

dividend stream

Definition: The Floating Payment Leg of a Dividend Swap. Swap dividend payment rates. Earlier notes this behaves very like a variance swap but instead of betting in pure variance you take a bet on dividend. What practically in one of these: The difference between th ereal life dividend and the one you think it should be. so I say it should bte 2% over the next 10 years, so I swap 2% for the actual dividend amount So then there is one single payment at the end which nets these up. So in the above example ... they are usually 3 month or 6 month contracts, so if for instance th edividend if quarterly, there might be 2 dividends where the difference is netted up at the end.for example. (Us 1/4ly usually , Eur 6 months). Depends on the company's articles of association etc. e.g. Unilever is 6 mo)/ Structurally, Div Swap corr Swap and Var Swap are structured similarly, with one strike at the beginning. Strike may be expressed in terms of the (price) variance (the variance of the returns) , the correlation between typically 2 underlyers. or the dividend for each of these three types of swap respectively. 17 march Dividend is a flow based on a share, so is this not the same as a Return Swap in that the dividend is the return on the dividend? Also recall that with stocks themselves, there is no comitment by the issuer to pay the dividends. FpML: 'Dividend leg.'; 'Floating Payment Leg of a Dividend Swap.'

Synonym:

Model-Generated Definition:

A kind of simple return stream. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

dividend terms

Definition:

Synonym:

Model-Generated Definition:

A kind of company equity terms. A valid occurrence may have the following properties:

dividends distribution method

Definition: The method by which amounts owing to a holder of an equity or a fund, are distributed, e.g. by payment of a monetary amount or by reinvestment in the same company or fund.

Synonym:

Model-Generated Definition:

A kind of distribution method.

division

Definition: a part of a company, such as a line of business, that may have separate accounting or reporting requirements

Synonym:

Model-Generated Definition:

A kind of organizational sub unit.

document (from package /Informative/Foundations/InformationExt/Documentation/document)

Definition: An information deliverable created in the course of some business process, and with some lifecycle independent of its use to communicate the information therein.

Synonym:

Model-Generated Definition:

A kind of written information. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

document (from package /Release/Foundations/Arrangements/Documents/document)

Definition: something tangible that records something, such as a recording or a photograph, or a writing that can be used to furnish evidence or information

Synonym:

Model-Generated Definition:

document information

Definition: Information about a document which is not in the document.

Synonym:

Model-Generated Definition:

A kind of information. A valid occurrence satisfies the following necessary condition:

document status

Definition: Type or status of a document, specifically Draft or final. Not the same as versioning of a revision-controlled formal document.

Synonym:

Model-Generated Definition:

A kind of status.

domestic market

Definition: Bonds issued and traded in the country to which the debt and currency apply.

Synonym:

Model-Generated Definition:

A kind of notional financial marketplace.

domestic ultimate parent

Definition: an organization that is recognized as the ultimate parent of a given company within the country or jurisdiction of incorporation; this relationship may or may not be present, i.e. in the case of a company that has no parent

Synonym:

Model-Generated Definition:

A kind of total controlling interest company.

down

Definition:

Synonym:

Model-Generated Definition:

A kind of Direction.

draft

Definition: A draft is a legally binding order by one party (the drawer) to a second party (the drawee) to make payment to a third party (the payee). A simple example is a bank check -which is simply an order directing a bank to pay a third party. The three parties don't have to be distinct. For example, someone might write himself a check as a simple means of transferring funds from one bank account to another. In this case, the drawer and payee are the same person. When a draft guarantees payment for goods in international trade, it is called a bill of exchange. A draft can require immediate payment by the second party to the third upon presentation of the draft. This is called a sight draft. Checks are sight drafts. In trade, drafts often are for deferred payment. An importer might write a draft promising payment to an exporter for delivery of goods with payment to occur 60 days after the goods are delivered. Such drafts are called time drafts. They are said to mature on the payment date. In this example, the importer is both the drawer and the drawee. Definition source: riskglossary.com

Synonym:

Model-Generated Definition:

A kind of written contract.

draft contract

Definition: A document which, once agreed to be such by some parties, may become a contract between those parties. Term origin:SR Modeling

Synonym:

Model-Generated Definition:

A kind of draft document. A valid occurrence satisfies the following necessary condition:

draft document

Definition: A document which is self identified as being a draft for a later formal iteration of this same document as a formal document, formal contract or other formal document.

Synonym:

Model-Generated Definition:

A kind of document. A valid occurrence satisfies the following necessary conditions:

draft document part

Definition: A section or component of a document that is in draft; this is later to to be a part of a formal document. Ahead of formal release of that document this part may be originated, reviewed or managed as a separate information deliverable.

Synonym:

Model-Generated Definition:

A kind of written information.

drawing rights purpose

Definition:

Synonym:

Model-Generated Definition:

A kind of loan purpose.

driver's license

Definition: an official document which states that a person may operate a motorized vehicle, such as a motorcycle, car, truck or a bus, on a public roadway

Synonym: driving licence

Model-Generated Definition:

A kind of identity document.

duration (from package /Informative/Foundations/TimeExt/Time/duration)

Definition: A length of time, whether known or unknown

Synonym:

Model-Generated Definition:

duration (from package /Release/Foundations/Dates And Times/FinancialDates/duration)

Definition: an interval of time of some specific length

Synonym:

Model-Generated Definition:

A kind of time interval. A valid occurrence may have the following properties:

duration analytic

Definition: Weighted average time to receipt of all the payments.

Synonym:

Model-Generated Definition:

A kind of debt instrument analytical parameter. A valid occurrence satisfies the following necessary condition:

duration description

Definition: The description of a Duration in terms of numbers of days, hours, years etc.

Synonym:

Model-Generated Definition:

A kind of temporal measure. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

duration description in calendar days

Definition:

Synonym:

Model-Generated Definition:

A kind of duration description in calendar temporal unit. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

duration description in calendar temporal unit

Definition: Duration Description for Durations that are denominated in Days, Months and Years only (these may be calendar days or business days).

Synonym:

Model-Generated Definition:

A kind of duration description. A valid occurrence satisfies the following necessary condition:

duration determination

Definition:

Synonym:

Model-Generated Definition:

A kind of temporal measure determination.

duration determination in days

Definition:

Synonym:

Model-Generated Definition:

A kind of duration determination.

duration of more than one year

Definition:

Synonym:

Model-Generated Definition:

A kind of known duration. A valid occurrence satisfies the following necessary condition:

duty

Definition: some obligation which exists and is imposed on some individual

Synonym:

Model-Generated Definition:

A kind of legal construct.

dwelling capacity

Definition: a category indicating how many dwellings some property has

Synonym:

Model-Generated Definition:

A kind of classifier.

E
e d m council convention

Definition:

Synonym:

Model-Generated Definition:

A kind of industry model convention.

e t option premium

Definition: The amount that is paid for an option. That's for the whole contract. Units: The premium is a monetary amount; the rate is a percentage.

Synonym:

Model-Generated Definition:

A kind of security price. A valid occurrence satisfies the following necessary condition:

early exercise commitment

Definition: The commitment to exercise the option ahead of the expiry date under given conditions as laid out in the Barrier Feature terms of the Option contract.

Synonym:

Model-Generated Definition:

A kind of option writer commitment.

early termination date

Definition:

Synonym:

Model-Generated Definition:

A kind of agency determined date.

early termination date determining agent

Definition:

Synonym:

Model-Generated Definition:

A kind of date determining agent. A valid occurrence satisfies the following necessary condition:

economic agreement

Definition:

Synonym:

Model-Generated Definition:

A kind of mutual contractual agreement. A valid occurrence satisfies the following necessary conditions:

economic commitment

Definition: Some Commitment which forms part of the subject of some Transaction, being an undertaking by one or other of the parties to the transaction, extended to the other party to that same transaction.

Synonym:

Model-Generated Definition:

A kind of mutual commitment. A valid occurrence satisfies the following necessary conditions:

economic context

Definition:

Synonym:

Model-Generated Definition:

economic contract

Definition: A contract relating to and governing an economic transaction between two parties.

Synonym:

Model-Generated Definition:

A kind of mutual contractual agreement. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

economic contract commitment

Definition: Terms underlying the contract for a transaction.

Synonym:

Model-Generated Definition:

A kind of contractual commitment. A valid occurrence satisfies the following necessary condition:

economic indicator

Definition: a statistical measure of economic activity that is regular and comparable in the context of a statistical area (region), used for analysis of economic performance and predictions of future performance

Synonym:

Model-Generated Definition:

A kind of statistical measure. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

economic indicator publisher

Definition: a statistical information publisher that publishes economic news, including economic indicators

Synonym:

Model-Generated Definition:

A kind of statistical information publisher. A valid occurrence satisfies the following necessary conditions:

economic news release

Definition: published statistical information that is about economic indicators and possibly other economic news

Synonym:

Model-Generated Definition:

A kind of publication. A valid occurrence satisfies the following necessary condition:

economic rate observable

Definition:

Synonym:

Model-Generated Definition:

A kind of rate based observable. A valid occurrence satisfies the following necessary conditions:

economic rate qualified timed value (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of market parameter timed value (please review).

economic resource

Definition: Anything that can bought sold or exchanged.

Synonym:

Model-Generated Definition:

A kind of Reference Material. A valid occurrence satisfies the following necessary conditions:

economic transaction

Definition: Some exchange of some items of economic value between two parties (economic agents).

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

economic value

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

edge corporation

Definition: a corporation chartered by the Federal Reserve to engage in international banking and financial operations

Synonym:

Model-Generated Definition:

A kind of financial service provider. A valid occurrence satisfies the following necessary condition:

effective duration

Definition:

Synonym:

Model-Generated Definition:

A kind of duration analytic.

effective yield

Definition:

Synonym:

Model-Generated Definition:

A kind of debt instrument yield.

electricity commodity

Definition: Electricity as a commodity.

Synonym:

Model-Generated Definition:

A kind of energy commodity.

electronic funds transfer service

Definition: a service involving any transfer of funds other than a transaction involving a paper instrument, that is initiated through an electronic terminal, telephone, or computer and that orders or authorizes a financial institution to debit or credit an account

Synonym: wire transfer service

Model-Generated Definition:

A kind of financial service.

electronic price determination method

Definition: Other price determination method. More information required.

Synonym:

Model-Generated Definition:

A kind of derivatives price determination method.

email address

Definition: a virtual address for communication via email

Synonym:

Model-Generated Definition:

A kind of virtual address.

emancipated minor

Definition: a minor who is allowed to conduct a business or any other occupation on his or her own behalf or for their own account outside the control of a parent or guardian

Synonym:

Model-Generated Definition:

A kind of minor.

employed population

Definition: a subset of the civilian labor force considered to be employed during the reporting period

Synonym:

Model-Generated Definition:

A kind of civilian labor force.

employment situation establishment survey

Definition: a survey conducted on a regular basis that presents analytical information related to the labor force of a given statistical area, surveyed with respect to businesses, and is, for the most part, seasonally adjusted

Synonym:

Model-Generated Definition:

A kind of employment situation survey. A valid occurrence satisfies the following necessary condition:

employment situation household survey

Definition: a survey conducted on a regular basis that presents analytical information related to the labor force of a given statistical area, surveyed with respect to households, and is, for the most part, seasonally adjusted

Synonym:

Model-Generated Definition:

A kind of employment situation survey. A valid occurrence satisfies the following necessary condition:

employment situation survey

Definition: a survey conducted on a regular basis that presents analytical information focused on the employment characteristics of a given statistical area

Synonym:

Model-Generated Definition:

A kind of current employment statistics and current population survey.

employment status

Definition: Possible employment statuses for adult human beings.

Synonym:

Model-Generated Definition:

employment-population ratio

Definition: an economic indicator representing the ratio of the employed population with respect to the overall civilian non-institutional population of a given economy for some specified period

Synonym:

Model-Generated Definition:

A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:

end of day price

Definition:

Synonym:

Model-Generated Definition:

A kind of security price.

end of the month

Definition: a business recurrence interval that indicates the last day of a calendar month, regardless of the length of that month

Synonym:

Model-Generated Definition:

A kind of business recurrence interval.

end-of-day market rate

Definition: a measure of the price level (value) of a given market rate of the end of the business day for a specific date

Synonym:

Model-Generated Definition:

A kind of market rate. A valid occurrence satisfies the following necessary condition:

Energy

Definition:

Synonym:

Model-Generated Definition:

A kind of Multi Dimensional Property.

energy commodity

Definition: A commodity which relates to the provision or distribution of energy.

Synonym:

Model-Generated Definition:

A kind of negotiable commodity.

energy flows delivery

Definition: Financial Transmission Rights.

Synonym:

Model-Generated Definition:

A kind of energy physical delivery.

energy physical delivery

Definition: Delivery of oil, gas and electricity.

Synonym:

Model-Generated Definition:

A kind of commodity physical delivery.

energy transmission rights

Definition: Rights to the transmission of power across an electricity distribution network.

Synonym:

Model-Generated Definition:

A kind of energy commodity.

enterprise

Definition: a functional business entity that produces and/or sells goods or services

Synonym:

Model-Generated Definition:

A kind of functional business entity and institutional unit. A valid occurrence satisfies the following necessary conditions:

enterprise population

Definition: a statistical universe consisting of enterprises designed for the purposes of supporting surveys such as those used as the basis for employment and producer price indices

Synonym:

Model-Generated Definition:

A kind of statistical universe. A valid occurrence satisfies the following necessary condition:

entire call

Definition:

Synonym:

Model-Generated Definition:

A kind of call of issue.

entire or partial call choice

Definition:

Synonym:

Model-Generated Definition:

entitlement

Definition: a financial instrument that provides the holder the privilege to subscribe to or to receive specific assets on terms specified

Synonym: right

Model-Generated Definition:

A kind of derivative instrument.

entitlement rights instrument

Definition: A security giving the holder of that security the entitlement to purchase or sell back to the issuer new securities or some other commodity or instrument at a predetermined price.

Synonym:

Model-Generated Definition:

A kind of derivative instrument and security. A valid occurrence may have the following properties:

entity controlling party

Definition: Some party which is able to direct the activities of some business entity.

Synonym:

Model-Generated Definition:

A kind of controlling party. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

entity credit event

Definition: Some Credit Event which is defined with reference to the Reference Entity.

Synonym:

Model-Generated Definition:

A kind of credit event. A valid occurrence satisfies the following necessary condition:

entity owner

Definition: a party that has some ownership interest in some entity

Synonym:

Model-Generated Definition:

A kind of owner. A valid occurrence satisfies the following necessary conditions:

entity ownership context

Definition: the context of ownership by some party of an interest in some formal organization

Synonym:

Model-Generated Definition:

A kind of ownership. A valid occurrence satisfies the following necessary condition:

equal treatment right (please review)

Definition: The right to equal treatment under the law.

Synonym:

Model-Generated Definition:

A kind of borrower right (please review).

equities basket index constituent

Definition: An index which makes up a part of a Basket.

Synonym:

Model-Generated Definition:

A kind of basket Of indices constituent.

equities basket share constituent

Definition: A security which makes up a part of the Basket.

Synonym:

Model-Generated Definition:

A kind of securities basket constituent. A valid occurrence may have the following properties:

equities mixed basket

Definition: A basket which has a mix of constituents which are shares and equity indices.

Synonym:

Model-Generated Definition:

A kind of mixed basket. A valid occurrence satisfies the following necessary condition:

equities single name basket

Definition: A basket of securities consisting only of equities securities (publicly issued and traded shares).

Synonym:

Model-Generated Definition:

A kind of basket of securities. A valid occurrence satisfies the following necessary condition:

equities statistical price

Definition: Analytics about prices, as determined by markets, exchanges or data providers.

Synonym:

Model-Generated Definition:

A kind of financial instrument analytical parameter and price analytic. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

equity

Definition: the value of an ownership interest in property, including shareholders equity in a business

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

equity apportionment terms set

Definition: Terms setting out the apportionment of equity in some formal business organization.

Synonym:

Model-Generated Definition:

A kind of contract terms set.

equity asset

Definition: The holding of equity securities in a portfolio.

Synonym:

Model-Generated Definition:

A kind of security holding. A valid occurrence may have the following properties:

equity basket

Definition: Any basket of equity consituents. This may be a basket of shares, of equity indices or a basket which is mixture of both.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

equity basket observable

Definition:

Synonym:

Model-Generated Definition:

A kind of equity observable.

equity basket option annex

Definition: An annex to an Equities Basket Option, setting out in detail the composition of the Basket.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

equity basket option o t c contract

Definition:

Synonym:

Model-Generated Definition:

A kind of equity option o t c contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

equity claim

Definition: Needs to be unpicked Equity represents ownership in some venture. You own a piece of the assets of the venture, which gives you a claim on those assets. there is parallel to the discharging of obligations and rights in a transaction, in there here, the obligation/right continues to exist until or unless the venture is wound up.

Synonym:

Model-Generated Definition:

A kind of r e a claim.

equity conversion terms

Definition: Contractual specifications when an Equity security can be converted to another security (usually of the same issuer).

Synonym:

Model-Generated Definition:

A kind of company equity terms and conversion terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

equity correlation swap contract

Definition: no definition FpML (unusable): A correlation swap.

Synonym:

Model-Generated Definition:

A kind of equity derivative contract and statistical swap contract. A valid occurrence satisfies the following necessary condition:

equity derivative contract

Definition:

Synonym:

Model-Generated Definition:

A kind of asset derivative contract. A valid occurrence satisfies the following necessary condition:

equity dividend payment

Definition:

Synonym:

Model-Generated Definition:

equity dividend swap

Definition: No definition FpML: Specifies the structure of the dividend swap transaction supplement.

Synonym:

Model-Generated Definition:

A kind of equity derivative contract and swap. A valid occurrence satisfies the following necessary condition:

equity exchange published price

Definition: A price determined by and published by an exchange, based on some parameters applied to actual prices of trades or offers on that exchange during the present day or to the present time. Question: do the ECNs have all these as well? Note that some of these kinds of price (e.g. High Low), may also exist for the Market as a whole - these are a separate meaning.

Synonym:

Model-Generated Definition:

A kind of share price. A valid occurrence may have the following properties:

equity forward buyer

Definition: The party that buys this forwward contract, that is the party which pays for this instrument and receives the rights defined by it.

Synonym:

Model-Generated Definition:

A kind of forward contract buyer.

equity forward cash settlement

Definition:

Synonym:

Model-Generated Definition:

A kind of forward cash settlement terms set. A valid occurrence may have the following properties:

equity forward contract

Definition: Definition needed

Synonym:

Model-Generated Definition:

A kind of equity derivative contract and forward contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

equity forward delivery commitment

Definition: The commitment to deliver an equity underlying at the maturity of an OTC Equity Forward contract.

Synonym:

Model-Generated Definition:

A kind of forward delivery commitment.

equity forward seller

Definition: The party that sells or writes this forward instrument, that is the party which grants the rights defined by this instrument and in return receives a payment for it.

Synonym:

Model-Generated Definition:

A kind of forward contract seller.

equity forward transaction

Definition: A transaction in which one party commits at the present to delivery of an equity security or securities or cash equivalent in the future.

Synonym:

Model-Generated Definition:

A kind of forward transaction. A valid occurrence satisfies the following necessary conditions:

equity fund

Definition: A fund which invests in at least 85% shares.

Synonym:

Model-Generated Definition:

A kind of fund. A valid occurrence satisfies the following necessary condition:

equity future

Definition: A Futures instrument which is based on an equity security or securities, specifically a publicly issued and traded share.

Synonym:

Model-Generated Definition:

A kind of equity derivative contract and financial future. A valid occurrence may have the following properties:

equity future share underlying

Definition: A share which is the underlying of an Equities Future contract.

Synonym:

Model-Generated Definition:

A kind of underlying on future. A valid occurrence satisfies the following necessary condition:

equity future standardized terms set

Definition: A set of standard terms for equity futures contracts, as set out by the derivatives exchange. Equity Futures contracts issued by and traded on that exchange will take on these terms or override them.

Synonym:

Model-Generated Definition:

A kind of financial future standardized terms set. A valid occurrence may have the following properties:

equity index constituent

Definition: A constituent of the Equity Index.

Synonym:

Model-Generated Definition:

A kind of reference index constituent.

equity index observable

Definition:

Synonym:

Model-Generated Definition:

A kind of equity observable.

equity index option o t c contract

Definition: An option in which the underlyer is an equity index.

Synonym:

Model-Generated Definition:

A kind of equity option o t c contract. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

equity index option strike terms set

Definition: The strike price in respect of an index option transaction, is the level of the relevant index specified or otherwise determined in the transaction; This can be expressed either as a percentage of notional amount or as an absolute value.

Synonym:

Model-Generated Definition:

A kind of equity option exercise terms set. A valid occurrence satisfies the following necessary condition:

equity index option underlying

Definition: The inderlying of the equity index option, which is a reference index consisting of shares.

Synonym:

Model-Generated Definition:

A kind of underlying on option. A valid occurrence satisfies the following necessary condition:

equity instrument

Definition: a financial instrument representing an ownership interest in an entity or pool of assets

Synonym:

Model-Generated Definition:

A kind of security.

equity instrument issue information

Definition: Information about the Issuance of an Equity Security, which is maintained throughout the life of the Security.

Synonym:

Model-Generated Definition:

A kind of issued security issue information.

equity issuance process information

Definition:

Synonym:

Model-Generated Definition:

A kind of traded instrument issuance process information (please review). A valid occurrence satisfies the following necessary condition:

equity linked bond

Definition: A bond where the bond is based on the return on an equity over time i.e. the price and dividend payments i.e. the total return (similar to total return swaps).

Synonym:

Model-Generated Definition:

A kind of variable coupon bond.

equity listing

Definition: The listing of an equity security (stock) on an equities exchange or multilateral trading facility.

Synonym:

Model-Generated Definition:

A kind of security listing.

equity o t c basket option transaction

Definition:

Synonym:

Model-Generated Definition:

A kind of equity o t c option transaction.

equity o t c option transaction

Definition: A transaction which is defined in an equity options contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the purchase or sale of the equity underlying or some cash equivalent thereof, as defined in the option contract.

Synonym:

Model-Generated Definition:

A kind of o t c derivative transaction and optional underlying transaction.

equity observable

Definition: An equity underlying component, which can be either a single equity asset, an equity index, or a custom basket of equity assets.

Synonym:

Model-Generated Definition:

A kind of asset underlier. A valid occurrence satisfies the following necessary condition:

equity option

Definition: Equity options are the most common type of equity derivative. They provide the right, but not the obligation to trade a quantity of stock at a set price at a future time.

Synonym:

Model-Generated Definition:

A kind of equity derivative contract and exchange traded option contract. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

equity option call transaction

Definition: A transaction which is defined in an equity options contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the purchase of the equity underlying or some cash equivalent thereof, as defined in the option contract.

Synonym:

Model-Generated Definition:

A kind of equity o t c option transaction and option call transaction.

equity option entitlement

Definition: The entitlements to the holder, comprised in an option contract or transaction supplement. FpML: 'The number of shares per option comprised in the option transaction supplement.' In FpML this is an either / or: Either a whole number representing the number of shares per option, or a multiplier to be applied to an index underlyer (and, presumably, a basket underlyer)

Synonym:

Model-Generated Definition:

A kind of contractual right.

equity option exercise terms set

Definition: Contractual terms setting out the price or level at which the Equity option is to be struck.

Synonym:

Model-Generated Definition:

A kind of option exercise time terms set.

equity option o t c contract

Definition: Definition needed

Synonym:

Model-Generated Definition:

A kind of equity derivative contract and o t c option contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

equity option put transaction

Definition: A transaction which is defined in an equity options contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the sale of the equity underlying or some cash equivalent thereof, as defined in the option contract.

Synonym:

Model-Generated Definition:

A kind of equity o t c option transaction and option put transaction.

equity option underlying

Definition: The equity security that must be delivered when the option contract is exercised.

Synonym:

Model-Generated Definition:

A kind of underlying on option. A valid occurrence satisfies the following necessary condition:

equity portfolio

Definition: A portfolio which has at least 85% exposure to shares.

Synonym:

Model-Generated Definition:

A kind of fund portfolio.

equity price quotation method

Definition: How a price is quoted.

Synonym:

Model-Generated Definition:

A kind of method.

equity priority terms

Definition: Terms setting out the priority of a given class of Equity. These are the terms under which the holder of that class of equity has a call on the equity in the event of the issuing entity being wound up.

Synonym:

Model-Generated Definition:

A kind of company equity terms. A valid occurrence satisfies the following necessary condition:

equity reference index

Definition: A benchmark or reference index the constituents of which are exclusively Equity securities.

Synonym:

Model-Generated Definition:

A kind of reference index. A valid occurrence satisfies the following necessary condition:

equity reference index basket

Definition: The basket of securities which makes up the Equities Reference Index.

Synonym:

Model-Generated Definition:

A kind of reference index basket.

Equity Release

Definition:

Synonym:

Model-Generated Definition:

A kind of mortgage loan purpose.

equity return swap contract

Definition: No definition FpML has no distinct product type for this, instead the schema for Return Swaps has content which is an Equity Swap Transaction Supplement.

Synonym:

Model-Generated Definition:

A kind of equity derivative contract and return swap contract. A valid occurrence satisfies the following necessary condition:

equity security delivery

Definition:

Synonym:

Model-Generated Definition:

A kind of underlying security delivery.

equity stake in fund

Definition: A stake held in a fund by way of a Share Class Unit.

Synonym:

Model-Generated Definition:

A kind of stake in fund. A valid occurrence satisfies the following necessary condition:

equity valuation

Definition: The act of valuation of an equity underlying (share, basket or index) during the life of an OTC equity option or forward.

Synonym:

Model-Generated Definition:

A kind of underlying valuation. A valid occurrence satisfies the following necessary condition:

equity valuation calculation agent

Definition: The entity which carries out the valuation of an asset underlying an equity forward or option, or from which the valuation of the underlying is to be taken.

Synonym:

Model-Generated Definition:

A kind of calculation agent.

equity variance swap contract

Definition: no definition FpML (unusable): Specifies the structure of a variance swap.

Synonym:

Model-Generated Definition:

A kind of equity derivative contract and statistical swap contract. A valid occurrence satisfies the following necessary condition:

equity voting rights terms

Definition: Terms setting out the voting rights of the Holder.

Synonym:

Model-Generated Definition:

A kind of company equity terms. A valid occurrence satisfies the following necessary condition:

equity-based de jure control

Definition: De Jure controlling interest in an entity which is based on the holding of some form of equity in that entity.

Synonym:

Model-Generated Definition:

A kind of constitutional de jure control.

equivalent life analytic

Definition:

Synonym:

Model-Generated Definition:

A kind of life analytic. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

equivalent yield calculation method

Definition:

Synonym:

Model-Generated Definition:

A kind of relative yield calculation method. A valid occurrence satisfies the following necessary condition:

escrow agent

Definition: An agent which acts in escrow for the delivery of some Deliverable Obligation in the context of some CDS contract.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

esoteric a b s

Definition: An asset backed security based on some underlying promised future cashflow.

Synonym:

Model-Generated Definition:

A kind of cash asset backed security instrument. A valid occurrence satisfies the following necessary condition:

establishment

Definition: an enterprise (or part of an enterprise) that operates from a single physical location

Synonym:

Model-Generated Definition:

A kind of institutional unit. A valid occurrence satisfies the following necessary conditions:

establishment employment

Definition: the total number of persons who work in or for the establishment including working proprietors, active business partners and unpaid family workers, as well as persons working outside the establishment when paid by and under the control of the establishment, for example, sales representatives, outside service engineers and repair and maintenance personnel

Synonym: payroll employment

Model-Generated Definition:

A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:

establishment population

Definition: a subset of the enterprise population focused on establishments

Synonym:

Model-Generated Definition:

A kind of enterprise population. A valid occurrence satisfies the following necessary condition:

ethnicity

Definition: a category based on a cultural factors, including nationality, regional culture, ancestry, and language

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Euro Interbank Offered Rate

Definition: a daily interbank offered rate based on the averaged interest rates at which Eurozone banks offer to lend unsecured funds to other banks in the euro wholesale money market (or interbank market)

Synonym:

Model-Generated Definition:

A kind of interbank offered rate.

Euro LIBOR

Definition:

Synonym:

Model-Generated Definition:

A kind of London Interbank Offered Rate.

eurobond market

Definition: The non domestic market (note this does not relate to the Euro as a currency).

Synonym:

Model-Generated Definition:

A kind of notional financial marketplace.

eurodollar deposit

Definition: A US dollar deposit or other currency deposit made outside the US or the country that issues that currency.

Synonym:

Model-Generated Definition:

A kind of money market deposit.

European Economic Area branch

Definition: a branch of a credit institution authorised in another European Economic Area (EEA) country that has the right to passport its activities

Synonym: EEA branch

Model-Generated Definition:

A kind of credit institution.

european exercise convention

Definition: A feature of an option that stipulates that the option may only be exercised a stated Exercise Date. Therefore, there can be no early assignment with this type of option.

Synonym:

Model-Generated Definition:

A kind of exercise dates convention. A valid occurrence may have the following properties:

examiner

Definition: a party appointed by, and who has the capacity to act as an official representative of, a regulatory agency to provide examination, review, and other regulatory services

Synonym:

Model-Generated Definition:

A kind of responsible party. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

exchange

Definition: any organization, association, or group of persons, whether incorporated or unincorporated, which constitutes, maintains, or provides a facility for bringing together purchasers and sellers of financial instruments, commodities, or other products, services, or goods, and includes the market place and facilities maintained by such exchange

Synonym:

Model-Generated Definition:

A kind of facility. A valid occurrence satisfies the following necessary conditions:

exchange and listing service

Definition: a trading and (optionally) listing service for the purposes of securities trading

Synonym:

Model-Generated Definition:

A kind of financial service. A valid occurrence satisfies the following necessary conditions:

exchange business day type

Definition: When calculating the number of days between two dates the count includes only stock exchange business days.

Synonym:

Model-Generated Definition:

A kind of day type.

exchange futures price

Definition:

Synonym:

Model-Generated Definition:

A kind of traded security published price.

exchange identifier

Definition: an identifier allocated to a securities exchange

Synonym:

Model-Generated Definition:

A kind of market identifier.

exchange opening price

Definition: The value at the beginning of trading or opening of the market.

Synonym:

Model-Generated Definition:

A kind of equity exchange published price. A valid occurrence may have the following properties:

exchange options price

Definition: options prices types: Bid Ask There is also a bid/ask spread exchange will quote option price as a premium rate. e.g. I ill pay you 2% of face value of underlying trade. That turns into a price (Premium = face x that 2%). OTC uses volatility to get to premium value.

Synonym:

Model-Generated Definition:

A kind of traded security published price. A valid occurrence satisfies the following necessary condition:

exchange rate

Definition: a rate at which one currency can be exchanged for another

Synonym:

Model-Generated Definition:

A kind of monetary measure and rate. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

exchange rate timed value (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of market parameter timed value (please review). A valid occurrence may have the following properties:

exchange rate underlying

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

exchange security trading status

Definition: The trading status of a security on a given trading exchange.

Synonym:

Model-Generated Definition:

A kind of status. A valid occurrence may have the following properties:

exchange traded bond price

Definition:

Synonym:

Model-Generated Definition:

A kind of debt security price and exchange traded security price. A valid occurrence may have the following properties:

exchange traded equity index option

Definition: Equity Index options offer the investor an opportunity to either capitalize on an expected market move or to protect holdings in the underlying instruments. The difference is that the underlying instruments are indexes.

Synonym:

Model-Generated Definition:

A kind of equity derivative contract and exchange traded option contract. A valid occurrence satisfies the following necessary conditions:

exchange traded option contract

Definition:

Synonym:

Model-Generated Definition:

A kind of option contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

exchange traded option transaction

Definition:

Synonym:

Model-Generated Definition:

A kind of optional underlying transaction.

exchange traded security

Definition: a listed security that may be traded on a particular exchange

Synonym:

Model-Generated Definition:

A kind of listed security and trading registered security. A valid occurrence satisfies the following necessary conditions:

exchange traded security price

Definition:

Synonym:

Model-Generated Definition:

A kind of traded security published price. A valid occurrence satisfies the following necessary conditions:

exchange traded warrant

Definition: A warrant which is traded on a securities exchange.

Synonym:

Model-Generated Definition:

A kind of exchange traded security and warrant. A valid occurrence satisfies the following necessary condition:

exchange trading session

Definition:

Synonym:

Model-Generated Definition:

A kind of specified temporal thing.

exchange-specific securities registry

Definition: a registry used by a securities exchange in managing the security identifiers and related information that it registers and manages

Synonym:

Model-Generated Definition:

A kind of registry. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

exchange-specific securities registry entry

Definition: an entry in an exchange-specific securities repository

Synonym:

Model-Generated Definition:

A kind of registry entry. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

exchange-specific security identification scheme

Definition: an identification scheme used by a securities exchange in issuing security identifiers

Synonym:

Model-Generated Definition:

A kind of registration scheme and security identification scheme. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

executive

Definition: person appointed and given the responsibility to manage the affairs of an organization and the authority to make decisions within specified boundaries

Synonym:

Model-Generated Definition:

A kind of legally delegated authority. A valid occurrence may have the following properties:

executive board member

Definition: An individual performing the role of a board member of a company who also has executive responsibilities in the company.

Synonym: inside director

Model-Generated Definition:

A kind of board member and executive.

executive branch

Definition: the branch of government that has its authority and responsibility for the daily administration of the state

Synonym:

Model-Generated Definition:

A kind of branch of government.

exempt issuer

Definition: a securities issuer that issues securities that are exempt from certain regulatory reporting requirements

Synonym:

Model-Generated Definition:

A kind of issuer.

exempt offering

Definition: a public offering involving securities that are exempt from certain regulatory reporting requirements, either because the issuer is exempt or the transaction specific to the offering is exempt

Synonym:

Model-Generated Definition:

A kind of public offering.

exempt transaction

Definition: a securities transaction for which there is no requirement to register the transaction with a regulatory agency

Synonym:

Model-Generated Definition:

A kind of securities transaction.

exercise dates convention

Definition: The date terms determining when the holder or future holder of an option can implement the rights defined in the option.

Synonym:

Model-Generated Definition:

A kind of e d m council convention.

expenditure

Definition:

Synonym:

Model-Generated Definition:

A kind of relative cashflow.

explicit coupon schedule listing

Definition: Schedule of itemised coupon payment dates.

Synonym:

Model-Generated Definition:

A kind of ad hoc schedule and coupon schedule. A valid occurrence satisfies the following necessary conditions:

explicit date

Definition: a date in which the 'hasDateValue' property is required

Synonym:

Model-Generated Definition:

A kind of date.

explicit date period

Definition: a date period for which the start date, end date, and duration are all explicit

Synonym:

Model-Generated Definition:

A kind of date period. A valid occurrence may have the following properties:

explicit duration

Definition: a duration for which the 'hasDurationValue' property must be set

Synonym:

Model-Generated Definition:

A kind of duration.

explicit interest amount calculation event

Definition: the explicit representation of the calculation event in a given period, in which an interest payment is calculated based on the rate (fixed or floating) and the notional amount (in the payment currency, and factored for Fx if necessary), on a given date

Synonym:

Model-Generated Definition:

A kind of interest rate stream event and scheduled calculation period end event.

explicit recurrence interval

Definition: a recurrence interval defined via an explicit duration

Synonym:

Model-Generated Definition:

A kind of recurrence interval.

explicitly scheduled event

Definition: An event which is scheduled in advance to take place on some specific date.

Synonym:

Model-Generated Definition:

A kind of occurrence kind. A valid occurrence satisfies the following necessary condition:

exposure

Definition: the extent to which an individual or organization is unprotected and open to damage, danger, risk of suffering a loss, or uncertainty

Synonym:

Model-Generated Definition:

expression

Definition: a finite combination of symbols that are well-formed according to applicable rules

Synonym:

Model-Generated Definition:

A kind of reference. A valid occurrence satisfies the following necessary conditions:

extendable maturity redemption terms set

Definition: Terms for the redemption of a security with extendable maturity.

Synonym:

Model-Generated Definition:

A kind of principal repayment terms. A valid occurrence may have the following properties:

extension provision

Definition: contract terms that specify the conditions under which a contract can be extended

Synonym:

Model-Generated Definition:

A kind of contractual commitment.

extraordinary redemption method

Definition:

Synonym:

Model-Generated Definition:

A kind of method.

extraordinary voting right

Definition: The right to vote at extraordinary meetings, as opposed to being able to vote at annual general meetings.

Synonym:

Model-Generated Definition:

A kind of voting right.

F
f c p

Definition: A French fund vehicle type. Designation and definition needed.

Synonym:

Model-Generated Definition:

A kind of functional business entity.

f f i e c down 300 prepay speed

Definition: Public Securities Association (PSA) speed used for the underlying collateral for cash-flow calculations in the "down 300" scenario.

Synonym:

Model-Generated Definition:

A kind of prepayment speed.

f f i e c up 300 prepay speed

Definition: Public Securities Association (PSA) speed used for the underlying collateral for cash-flow calculations in the "up 300" scenario.

Synonym:

Model-Generated Definition:

A kind of prepayment speed.

f r n coupon

Definition: Mechanism whereby an investor receives income from interest payments, which are usually made periodically. These are for a variable amount based on a specified Interest rate.

Synonym:

Model-Generated Definition:

A kind of bond variable coupon.

f r n date rule

Definition: The rule applied to FRN instruments as defined in the ISDA definitions of 2000, Section 4.11, as defined in those rules for either or both of 'FRN Convention' and 'Eurodollar Convention'.

Synonym:

Model-Generated Definition:

A kind of date determination reference rule. A valid occurrence may have the following properties:

f r n terms set

Definition: Terms setting out the interest payments determination and dates for Flating Rate Note interest.

Synonym:

Model-Generated Definition:

A kind of bond variable coupon terms set. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

f x forward outright contract

Definition: A forward contract in the forex market that locks in the price at which an entity can buy or sell a currency on a future date. Also known as "outright forward currency transaction", "forward outright" or "FX forward".

Synonym:

Model-Generated Definition:

A kind of foreign exchange derivative contract and otcinstrument. A valid occurrence may have the following properties:

face amount certificate company

Definition: an investment company which is engaged or proposes to engage in the business of issuing face-amount certificates of the installment type, or which has been engaged in such business and has any such certificate outstanding

Synonym:

Model-Generated Definition:

A kind of investment company.

facility

Definition: something that is built, contrived, established, or installed to serve a particular purpose, or make some course of action or operation easier, or provide some capability or service

Synonym:

Model-Generated Definition:

A kind of thing in role. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

factor calculation formula

Definition: Formula for the determination of some variable factor which is then used in subsequent calculations. The result of such a formula is a parameter referred to by another formula.

Synonym:

Model-Generated Definition:

A kind of formula.

failure to pay

Definition: 'A credit event. This credit event triggers, after the expiration of any applicable grace period, if the reference entity fails to make due payments in an aggregrate amount of not less than the payment requirement on one or more obligations (e.g. a missed coupon payment). ISDA 2003 Term: Failure to Pay.'

Synonym:

Model-Generated Definition:

A kind of obligation credit event. A valid occurrence may have the following properties:

failure to pay interest

Definition: The failure by the Reference Entity to pay an expected interest amount or the payment of an actual interest amount that is less than the expected interest amount. Further notes: A credit event. ISDA 2003 Term: Failure to Pay Interest. FpML full definition: 'A credit event. Corresponds to the failure by the Reference Entity to pay an expected interest amount or the payment of an actual interest amount that is less than the expected interest amount. ISDA 2003 Term: Failure to Pay Interest.'

Synonym:

Model-Generated Definition:

A kind of obligation credit event.

failure to pay principal

Definition: The failure by the Reference Entity to pay an expected principal amount or the payment of an actual principal amount that is less than the expected principal amount. Further notes: A credit event. ISDA 2003 Term: Failure to Pay Principal.' FpML full definition: 'A credit event. Corresponds to the failure by the Reference Entity to pay an expected principal amount or the payment of an actual principal amount that is less than the expected principal amount. ISDA 2003 Term: Failure to Pay Principal.'

Synonym:

Model-Generated Definition:

A kind of obligation credit event.

family office

Definition: a family office as defined in the relevant legislation

Synonym:

Model-Generated Definition:

A kind of functional business entity.

farm credit system institution

Definition: any federally-chartered financial institution that is supervised, examined, and regulated by the Farm Credit Administration and operates in accordance with the Farm Credit Act of 1971, as amended, 12 U.S.C. 2001 et seq. All Farm Credit System institutions are federally-chartered instrumentalities of the United States.

Synonym:

Model-Generated Definition:

A kind of financial institution.

FDIC Certificate Number

Definition: an identifier issued to a depository institution by the FDIC on approval of that institution's application for insurance

Synonym:

Model-Generated Definition:

A kind of registry identifier. A valid occurrence satisfies the following necessary condition:

FDIC registry entry

Definition: an entry in the FDIC institution directory, a repository of financial institution characteristics collected by the FDIC related to the institutions they insure

Synonym:

Model-Generated Definition:

A kind of registry entry. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

federal capital administrative area

Definition: The capital administrative region of a country which is a federation, if the physical area of this region does not form a part of any of the states or pronvinces which make up the federal country.

Synonym:

Model-Generated Definition:

A kind of geopolitical entity.

federal funds rate

Definition: a reference rate that is the interest rate at which a depository institution lends funds maintained at the Federal Reserve to another depository institution overnight

Synonym:

Model-Generated Definition:

A kind of overnight rate.

federal government

Definition: a union of states under a central government distinct from the individual governments of the separate states

Synonym:

Model-Generated Definition:

A kind of national government. A valid occurrence satisfies the following necessary conditions:

Federal Reserve district

Definition: a region of the US identifying the jurisdiction of a Federal Reserve Bank, numbered and named for the city in which that reserve bank is located

Synonym:

Model-Generated Definition:

A kind of jurisdiction. A valid occurrence satisfies the following necessary condition:

Federal Reserve district bank

Definition: a Federal Reserve district and member bank, with jurisdiction over a specific region of the US, named for the city in which the reserve bank is located

Synonym:

Model-Generated Definition:

A kind of central bank and Federal Reserve System (FRS) member bank. A valid occurrence satisfies the following necessary condition:

Federal Reserve district identifier

Definition: an identifier associated with a Federal Reserve district

Synonym:

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

Federal Reserve System (FRS) member bank

Definition: a Federal Reserve member bank

Synonym:

Model-Generated Definition:

A kind of financial institution.

Federal Reserve System (FRS) non-member bank

Definition: a financial institution that is not a Federal Reserve member bank

Synonym:

Model-Generated Definition:

A kind of financial institution.

Federal Reserve System (FRS) state member bank

Definition: a commercial bank that is state-chartered and a member of the Federal Reserve System

Synonym:

Model-Generated Definition:

A kind of Federal Reserve System (FRS) member bank and state-chartered bank.

federal state

Definition: a self-governing geopolitical unit which forms part of a wider geopolitical unit that is recognized as a country

Synonym:

Model-Generated Definition:

A kind of geopolitical entity.

federated sovereignty

Definition: a political entity characterized by a union of partially self-governing states or regions under a central (federal) government

Synonym:

Model-Generated Definition:

A kind of sovereign state. A valid occurrence satisfies the following necessary conditions:

fee

Definition:

Synonym:

Model-Generated Definition:

A kind of liability.

fee payable

Definition:

Synonym:

Model-Generated Definition:

fee payment leg

Definition: The fee leg in a CDS contract

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

FHLMC Gold pool

Definition:

Synonym:

Model-Generated Definition:

A kind of agency mortgage pool.

FHLMC pool

Definition:

Synonym:

Model-Generated Definition:

A kind of agency mortgage pool.

filing for bankruptcy

Definition: An event in which an organization files for bankruptcy.

Synonym:

Model-Generated Definition:

A kind of entity credit event.

finance company

Definition: a financial intermediary in the business of making loans to individuals or businesses that obtains its financing from banks, institutions, and other money market sources rather than from deposits

Synonym:

Model-Generated Definition:

A kind of non-depository institution.

financial asset

Definition: An asset consisting of one or more financial instruments, treated as an asset

Synonym:

Model-Generated Definition:

A kind of asset. A valid occurrence may have the following properties:

financial commitment counterparty

Definition: Some party with which the company has entered into some formal financial commitments.

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

financial exposure

Definition: the extent to which an individual or organization is open to risk of suffering a loss in a transaction, or with respect to some investment or set of investments, e.g., some holding; the amount one stands to lose in that transaction or investment

Synonym:

Model-Generated Definition:

A kind of exposure. A valid occurrence satisfies the following necessary condition:

financial future

Definition: A futures contract based on a financial instrument.

Synonym:

Model-Generated Definition:

A kind of future instrument. A valid occurrence may have the following properties:

financial future standardized terms set

Definition: A set of standard terms for financial futures contracts, as set out by the derivatives exchange. Financial Futures contracts issued by and traded on that exchange will take on these terms or override them.

Synonym:

Model-Generated Definition:

A kind of standardized futures terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

financial holding company

Definition: a financial entity engaged in a broad range of banking-related activities, created by the Gramm-Leach-Bliley Act of 1999

Synonym:

Model-Generated Definition:

A kind of U.S. bank holding company.

financial information publisher

Definition: a formal organization acting as a publisher or provider of information related to the financial markets or of interest to financial market participants such as information on economies

Synonym:

Model-Generated Definition:

A kind of publisher. A valid occurrence satisfies the following necessary conditions:

financial institution

Definition: a financial service provider identified as either a government agency or privately owned entity that collects funds from the public and from other institutions, and invests those funds in financial assets, such as loans, securities, bank deposits, and income-generating property

Synonym:

Model-Generated Definition:

A kind of financial service provider. A valid occurrence satisfies the following necessary conditions:

financial instrument (from package /Informative/Foundations/Arrangements Ext/ToolsAndInstruments/financial instrument)

Definition: Some financial contract or agreement, described in the context of its use in furthering some investment purpose. Explanatory Note: This is specific to its usage. The term "Financial Instrument" is frequently applied to the contract (as a thing), which might be put to such purpose, rather than to the instrument as it is used as an instrument, which is what is defined by this concept.

Synonym:

Model-Generated Definition:

A kind of instrument.

financial instrument (from package /Release/Financial Business And Commerce/Financial Instruments/FinancialInstruments/financial instrument)

Definition: a written contract that gives rise to both a financial asset of one entity and a financial liability or equity instrument of another entity

Synonym:

Model-Generated Definition:

A kind of written contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

financial instrument analytical parameter

Definition: Some measure of a financial instrument, that may be referred to in analysing or understanding that instrument for investment or risk management purposes.

Synonym:

Model-Generated Definition:

A kind of analytical information. A valid occurrence satisfies the following necessary condition:

financial instrument classification scheme

Definition: a classification scheme defining a particular classifier for a security, such as the ISO 10962 CFI classification scheme

Synonym:

Model-Generated Definition:

A kind of classification scheme. A valid occurrence may have the following properties:

financial instrument classifier

Definition: a standardized classifier for a financial instrument based on its type

Synonym:

Model-Generated Definition:

A kind of classifier. A valid occurrence satisfies the following necessary conditions:

Financial Instrument Global Identifier (FIGI) registry entry

Definition: an entry in a Financial Instrument Global Identifier (FIGI) registry

Synonym:

Model-Generated Definition:

A kind of registry entry. A valid occurrence may have the following properties:

financial instrument identification scheme

Definition: a formal definition of the structure and application of a particular set of financial instrument identifiers

Synonym:

Model-Generated Definition:

A kind of identification scheme. A valid occurrence may have the following properties:

financial instrument identifier

Definition: an identifier for a financial instrument

Synonym:

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

financial instrument tax treatment (please review)

Definition: The treatment of the financial instrument for taxation purposes. This is the most general form of tax treatment for financial instruments, including cash.

Synonym:

Model-Generated Definition:

A kind of tax treatment. A valid occurrence may have the following properties:

financial intermediation service

Definition: any financial service in which a third party (the intermediary) matches lenders and investors with entrepreneurs and other borrowers in need of capital

Synonym:

Model-Generated Definition:

A kind of financial service.

financial market information

Definition: Information about the financial markets, that is published by some publisher or data vendor.

Synonym:

Model-Generated Definition:

A kind of published information.

financial primary market transaction

Definition:

Synonym:

Model-Generated Definition:

A kind of contractual transaction and market transaction. A valid occurrence satisfies the following necessary condition:

financial product

Definition: a product provided to consumers and businesses by financial institutions such as banks, insurance companies, brokerage firms, consumer finance companies, and investment companies all of which comprise the financial services industry

Synonym:

Model-Generated Definition:

A kind of product. A valid occurrence satisfies the following necessary condition:

financial risk

Definition:

Synonym:

Model-Generated Definition:

A kind of risk. A valid occurrence satisfies the following necessary condition:

financial risk consequence

Definition:

Synonym:

Model-Generated Definition:

A kind of impact. A valid occurrence satisfies the following necessary condition:

financial securities secondary market transaction

Definition: A Transaction in which some negotiable security is provided in exchange for some Consideration.

Synonym:

Model-Generated Definition:

A kind of contractual transaction and market transaction. A valid occurrence satisfies the following necessary conditions:

financial service

Definition: a service provided to consumers and businesses by financial institutions such as banks, insurance companies, brokerage firms, consumer finance companies, and investment companies all of which comprise the financial services industry

Synonym:

Model-Generated Definition:

A kind of service. A valid occurrence satisfies the following necessary condition:

financial service account

Definition: an account provided by a financial service provider associated with a specific financial product or service

Synonym:

Model-Generated Definition:

A kind of account. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

financial service provider

Definition: a functional entity either licensed to provide financial services to consumers and/or businesses or established by law to provide financial services, such as a central bank

Synonym:

Model-Generated Definition:

A kind of functional entity and service provider. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

financial transaction risk

Definition:

Synonym:

Model-Generated Definition:

A kind of financial risk and operational risk. A valid occurrence satisfies the following necessary condition:

financial wellbeing

Definition: The overall balance sheet and well being of the organisation.

Synonym:

Model-Generated Definition:

A kind of investment goal.

finite population

Definition: a population for which it is possible to count its units

Synonym:

Model-Generated Definition:

A kind of collection.

firm commitment offering

Definition: a securities offering whereby the underwriter purchases the securities outright for their own account

Synonym:

Model-Generated Definition:

A kind of securities offering. A valid occurrence satisfies the following necessary condition:

first regular coupon date

Definition: The scheduled date of the first regular coupon payment, that is the start of payments according to a regular repeating series of coupon periods, after any non standard (long or short) first coupon period in the schedule.

Synonym:

Model-Generated Definition:

A kind of contractually determined date.

fixed basket

Definition: a basket of goods and services whose quantity and quality are held fixed for some period of time

Synonym:

Model-Generated Definition:

A kind of basket. A valid occurrence satisfies the following necessary conditions:

fixed basket constituent

Definition: a component of a fixed basket

Synonym:

Model-Generated Definition:

A kind of basket constituent that can be recognized when an occurrence meets the following condition:

A valid occurrence may also have the following properties:

fixed coupon bond

Definition: A bond which pays a fixed rate of interest at regular intervals.

Synonym:

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary conditions:

fixed float interest rate swap

Definition: an interest rate swap in which fixed interest payments on the notional are exchanged for floating interest payments

Synonym: vanilla interest rate swap

Model-Generated Definition:

A kind of interest rate swap that can be recognized when an occurrence meets one of the following conditions:

A valid occurrence satisfies the following necessary conditions:

fixed interest amount

Definition: The Fixed Interest amount which is the parameter of the Expression. This is the only parameter in this expression.

Synonym:

Model-Generated Definition:

A kind of margin.

fixed interest calculation formula

Definition: Formula for Fixed Interest.

Synonym:

Model-Generated Definition:

A kind of interest calculation formula.

fixed interest expression

Definition: Expression of the value of a fixed interest amount.

Synonym:

Model-Generated Definition:

A kind of interest calculation expression. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

fixed interest rate

Definition: an interest rate that does not fluctuate over the lifetime of a loan or other debt instrument

Synonym:

Model-Generated Definition:

A kind of interest rate.

fixed interest rate leg

Definition: a swap stream that specifies fixed interest amounts and terms for the payment of that interest

Synonym: fixed interest rate swap stream terms

Model-Generated Definition:

A kind of interest rate swap stream terms that can be recognized when an occurrence meets the following condition:

fixed lookback strike formula

Definition:

Synonym:

Model-Generated Definition:

A kind of strike formula. A valid occurrence satisfies the following necessary condition:

fixed lookback strike formula expression

Definition:

Synonym:

Model-Generated Definition:

A kind of lookback formula expression. A valid occurrence satisfies the following necessary conditions:

fixed lookback strike terms set

Definition: Strike terms which reflect the difference between a running maximum value of the observable during the lookback period, and the pre-agreed strike. The agreed settlement is based on the difference between these. Further Notes This is only settled in cash and the strike is predetermined at payoff and the payoff is the max diff between the optimal price and the strike price.

Synonym:

Model-Generated Definition:

A kind of lookback strike terms set. A valid occurrence satisfies the following necessary condition:

fixed payment leg

Definition: the terms for the fixed payment leg of a swap such as a dividend swap, or for any swap that has a fixed leg, including, for example, a single stock swap

Synonym: fixed payment stream terms

Model-Generated Definition:

A kind of swap leg. A valid occurrence may have the following properties:

fixed rate interest calculation

Definition: calculation of the amount of interest due in a given period on a fixed rate IR swap leg

Synonym:

Model-Generated Definition:

A kind of expression. A valid occurrence satisfies the following necessary condition:

fixed strike amount

Definition:

Synonym:

Model-Generated Definition:

A kind of observable value. A valid occurrence may have the following properties:

fixed strike terms set

Definition: Contractual terms setting out a fixed, pre-agreed price or level at which the option is to be struck.

Synonym:

Model-Generated Definition:

A kind of option strike terms set. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

FixedFloatCrossCurrencyInterestRateSwap

Definition:

Synonym:

Model-Generated Definition:

A kind of cross-currency interest rate swap and fixed float interest rate swap.

FixedFloatSingleCurrencyInterestRateSwap

Definition:

Synonym:

Model-Generated Definition:

A kind of fixed float interest rate swap.

float-float cross-currency interest rate swap

Definition:

Synonym:

Model-Generated Definition:

A kind of float-float interest rate swap.

float-float interest rate swap

Definition: a swap that exchanges cashflows based on two different interest rates

Synonym:

Model-Generated Definition:

A kind of interest rate swap that can be recognized when an occurrence meets the following condition:

A valid occurrence satisfies the following necessary condition:

float-float single currency interest rate swap

Definition:

Synonym:

Model-Generated Definition:

A kind of float-float interest rate swap.

floater tranche

Definition: A floater tranche is a tranche that is keyed to an index and a spread.

Synonym:

Model-Generated Definition:

A kind of tranched m b s instrument. A valid occurrence satisfies the following necessary condition:

floating interest rate

Definition: a variable interest rate that is based on a specific index or benchmark rate

Synonym:

Model-Generated Definition:

A kind of variable interest rate. A valid occurrence satisfies the following necessary condition:

floating interest rate leg

Definition: a swapstream in which variable interest is paid on some notional amount, linked to some underlying interest reference rate

Synonym: floating interest rate swap stream terms

Model-Generated Definition:

A kind of interest rate swap stream terms that can be recognized when an occurrence meets the following condition:

A valid occurrence satisfies the following necessary conditions:

floating lookback formula expression

Definition:

Synonym:

Model-Generated Definition:

A kind of lookback formula expression. A valid occurrence satisfies the following necessary conditions:

floating lookback strike formula

Definition:

Synonym:

Model-Generated Definition:

A kind of strike formula. A valid occurrence satisfies the following necessary condition:

floating lookback strike schedule

Definition:

Synonym:

Model-Generated Definition:

A kind of schedule.

floating lookback strike terms set

Definition:

Synonym:

Model-Generated Definition:

A kind of lookback strike terms set. A valid occurrence satisfies the following necessary condition:

floating rate fixing value

Definition: rdf:datatype="http://www.w3.org/2001/XMLSchema#string">value of floating interest rate amount during a given calculation period, along with the relevant parameters in its calculation

Synonym:

Model-Generated Definition:

A kind of variable.

floating rate interest calculation

Definition:

Synonym:

Model-Generated Definition:

A kind of expression. A valid occurrence satisfies the following necessary condition:

floating rate note

Definition: A bond with a variable interest rate based on a published bank interest rate. The adjustments to the interest rate (coupon) are made periodically, usually on a quarterly or monthly basis, and are tied to a certain money-market index. Also known as a "floater".

Synonym:

Model-Generated Definition:

A kind of variable coupon bond. A valid occurrence satisfies the following necessary conditions:

floating-rate note date

Definition: a calculated date associated with a floating-rate note, also known as a floater or FRN, which is a debt instrument with a variable interest rate

Synonym:

Model-Generated Definition:

A kind of calculated date. A valid occurrence satisfies the following necessary condition:

floating-rate note date rule

Definition: a business day adjustment rule applied to floating-rate note instruments

Synonym:

Model-Generated Definition:

A kind of business day adjustment.

floor

Definition: A building subdivision whose extent is the horizontal extent of the building at that height.

Synonym:

Model-Generated Definition:

A kind of building sub unit. A valid occurrence satisfies the following necessary condition:

floor determination

Definition: The Observable rate is to be subtracted from the Strike rate on the reset date, to determine the settlement amount. Floor: I am an investor and I am specifying the minimum return I will get for that investment.

Synonym:

Model-Generated Definition:

A kind of cap or floor determination.

floor loan

Definition:

Synonym:

Model-Generated Definition:

FNMA pool

Definition:

Synonym:

Model-Generated Definition:

A kind of agency mortgage pool.

for profit corporation

Definition: a corporation whose objective is to make money, in other words, to ensure realization of a financial benefit such that the amount of revenue gained from a business activity exceeds the expenses, costs and taxes needed to sustain that activity

Synonym:

Model-Generated Definition:

A kind of corporation. A valid occurrence satisfies the following necessary condition:

Force

Definition:

Synonym:

Model-Generated Definition:

A kind of Multi Dimensional Property.

foreign currency option

Definition: An option on a currency, based on the spot exchange rate of that currency to the currency of the security itself.

Synonym:

Model-Generated Definition:

A kind of exchange traded option contract and foreign exchange derivative contract. A valid occurrence satisfies the following necessary conditions:

foreign exchange derivative contract

Definition:

Synonym:

Model-Generated Definition:

A kind of derivative instrument.

foreign exchange service

Definition: a financial service involving the exchange of one currency for another, conversion of one currency for another, and transfer of money from one country to another whereby currency conversion is required

Synonym:

Model-Generated Definition:

A kind of financial service.

form

Definition: Written information entered into a physical document or a computer application containing information entered by a person.

Synonym:

Model-Generated Definition:

A kind of written information.

formal controlled document

Definition: A formal document which has applied to it some degree of formal control including version management, as defined within some pre-defined document control process.

Synonym:

Model-Generated Definition:

A kind of formal document. A valid occurrence may have the following properties:

formal document

Definition: A document which has some self-identified and defined formal status, usually but not necessarily within some pre-defined business process for document formalization.

Synonym:

Model-Generated Definition:

A kind of document. A valid occurrence may have the following properties:

formal organization

Definition: An Organization that is recognized in some legal jurisdiction, with associated rights and responsibilities. Examples include a Corporation, Charity, Government or Church.

Synonym:

Model-Generated Definition:

A kind of organization. A valid occurrence may have the following properties:

formal statement

Definition: Some formal written communication, setting out the position of some party or parties about some matter.

Synonym:

Model-Generated Definition:

A kind of written communication. A valid occurrence satisfies the following necessary condition:

formally constituted organization

Definition: Any organization with some formal contractual agreement among its principals

Synonym:

Model-Generated Definition:

A kind of formal organization. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

formally constituted organization member

Definition: A member of some formally constituted organization.

Synonym:

Model-Generated Definition:

A kind of organization member. A valid occurrence satisfies the following necessary condition:

formula (from package /Release/Foundations/Utilities/Analytics/formula)

Definition: a general fact or rule expressed in letters and symbols; may consist of one or more expressions

Synonym:

Model-Generated Definition:

A kind of reference. A valid occurrence satisfies the following necessary condition:

formula (from package /Informative/Foundations/MathExt/Math/formula)

Definition:

Synonym:

Model-Generated Definition:

A kind of mathematical expression. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

formula argument

Definition: The Right Hand Side of the Formula.

Synonym:

Model-Generated Definition:

A kind of mathematical thing. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

formula expression

Definition: How the Formula is expressed i.e. the Right Hand Side of the Formula.

Synonym:

Model-Generated Definition:

A kind of formula part. A valid occurrence satisfies the following necessary condition:

formula part

Definition:

Synonym:

Model-Generated Definition:

A kind of mathematical thing.

formula subject

Definition: The Left Hand Side of the Formula, giving what is being expressed in terms of the Right Hand Side.

Synonym:

Model-Generated Definition:

A kind of formula part. A valid occurrence satisfies the following necessary condition:

forward cash conditional delivery commitment

Definition: Commitment to deliver agreed amountof cash in the event that the option is exercised.

Synonym:

Model-Generated Definition:

A kind of forward cash delivery commitment. A valid occurrence satisfies the following necessary condition:

forward cash delivery

Definition: 'This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.'

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

forward cash delivery commitment

Definition: A commitment to deliver a cash amount at an agreed date in the future.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

forward cash settlement commitment

Definition: A commitment to settle a cash amount at an agreed date in the future.

Synonym:

Model-Generated Definition:

forward cash settlement terms set

Definition: 'This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.'

Synonym:

Model-Generated Definition:

A kind of settlement terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

forward contract

Definition: A cash market transaction in which a seller agrees to deliver a specific cash commodity to a buyer at some point in the future.

Synonym:

Model-Generated Definition:

A kind of derivative instrument and otcinstrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

forward contract adjustment method

Definition: Method by which adjustments will be made to the forward contract should one or more of a number of extraordinary events occur.

Synonym:

Model-Generated Definition:

A kind of adjustment method.

forward contract buyer

Definition:

Synonym:

Model-Generated Definition:

A kind of contract counterparty and derivative contract party.

forward contract seller

Definition: A seller of the underlying instrument in a Forward contract.

Synonym:

Model-Generated Definition:

A kind of contract principal and derivative contract party.

forward delivery commitment

Definition: A commitment to deliver something at some time or under some terms in the future.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

forward delivery terms set

Definition: The delivery of something in the future, at an agreed date or dates and under agreed terms.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

forward rate agreement

Definition: Definition needed.

Synonym:

Model-Generated Definition:

A kind of foreign exchange derivative contract.

forward transaction

Definition: A transaction in which one party commits at the present to delivery of something in the future.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

forward valuation terms set

Definition: Terms for valuation of underlying(s) for a Forward Contract.

Synonym:

Model-Generated Definition:

A kind of contractual commitment. A valid occurrence satisfies the following necessary conditions:

foundation

Definition: A formal foundation. Further Notes Formal definition sought.

Synonym:

Model-Generated Definition:

A kind of formally constituted organization. A valid occurrence satisfies the following necessary condition:

foundation agreement

Definition: The formal agreement by which the Foundation is governed

Synonym:

Model-Generated Definition:

A kind of organization covering agreement.

founders share

Definition: A share which is not tradable and which is held by founders of the compsny. Ths is stock that pre-dates any flotation of the company.

Synonym:

Model-Generated Definition:

A kind of privately held share.

fractional price quotation

Definition:

Synonym:

Model-Generated Definition:

A kind of equity price quotation method.

frequency

Definition:

Synonym:

Model-Generated Definition:

A kind of temporal measure. A valid occurrence satisfies the following necessary condition:

FRN date

Definition:

Synonym:

Model-Generated Definition:

A kind of calculated date.

FRN date rule

Definition:

Synonym:

Model-Generated Definition:

A kind of business day adjustment.

full faith and credit bond

Definition: [definition from Wes]

Synonym:

Model-Generated Definition:

A kind of bond.

fully amortizing bond

Definition:

Synonym:

Model-Generated Definition:

A kind of amortizing bond.

Definition: Fully paid

Synonym:

Model-Generated Definition:

A kind of security payment status.

functional business entity

Definition: a business entity defined in terms of its function

Synonym:

Model-Generated Definition:

A kind of functional entity. A valid occurrence satisfies the following necessary condition:

functional entity

Definition: any independent party (i.e., person, business entity, governmental entity, or other organization) defined in terms of its function

Synonym:

Model-Generated Definition:

A kind of agent in role. A valid occurrence satisfies the following necessary condition:

fund

Definition: Distinct pool of financial instruments managed by a single investment policy.

Synonym:

Model-Generated Definition:

A kind of pool. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

fund accountant

Definition: The party that keeps accounting records of the available assets and liabilities of the Fund. It calculates dealing prices, the Net Asset Value (NAV) of the Fund, and may provide fund performance and tax data. Can be subcontracted by the FundAdministrator.

Synonym:

Model-Generated Definition:

A kind of funds processing party.

fund administrator

Definition: Entity that has to fulfil the legal and supervisory requirements of the fund. Responsible for all the business purposes around the investment pool, and so is reponsible for the issuing of the shares.

Synonym:

Model-Generated Definition:

A kind of funds processing party. A valid occurrence satisfies the following necessary conditions:

fund auditor

Definition: The party that is in charge of examining and verifying a fund's financial and accounting records as well as supporting documents and fulfilment of legal requirements. Definition origin:EFAMA DD

Synonym:

Model-Generated Definition:

A kind of funds processing party.

fund bond class unit

Definition: A fund unit which takes the form of debt in that fund.

Synonym:

Model-Generated Definition:

A kind of fund unit. A valid occurrence satisfies the following necessary conditions:

fund bond unit coupon

Definition: A fixed coupon paid out to holders of the Fund Bond Unit.

Synonym:

Model-Generated Definition:

A kind of timed parameter. A valid occurrence satisfies the following necessary condition:

fund cash distribution policy

Definition: Policy for distribution of cash dividends or notes in the event that the fund units have a distribution policy of "Cash" rather than "Reinvestment".

Synonym:

Model-Generated Definition:

A kind of fund unit distribution policy.

fund classification

Definition: The category of the fund according to the asset class. This is a published code by which the Fund is classified. Further notes: Could be EFCF codes. This is the way in which "Type of fund" is articulated.

Synonym:

Model-Generated Definition:

A kind of classifier. A valid occurrence satisfies the following necessary condition:

fund classification scheme

Definition: A published scheme for the category of a fund according to the asset class.

Synonym:

Model-Generated Definition:

A kind of classification scheme. A valid occurrence satisfies the following necessary condition:

fund coupon policy

Definition: Terms for the expected distribution of bond unit coupons.

Synonym:

Model-Generated Definition:

A kind of fund cash distribution policy. A valid occurrence may have the following properties:

fund data provider

Definition: A party which supplies market data to a fund.

Synonym:

Model-Generated Definition:

A kind of funds processing party. A valid occurrence satisfies the following necessary condition:

fund debt

Definition: Debt issued by a Fund.

Synonym:

Model-Generated Definition:

fund depositary

Definition: The party that holds and safeguards holdings owned by a fund. It is also responsible for compliance of the portfolio with legal ratios etc.

Synonym:

Model-Generated Definition:

A kind of funds processing party. A valid occurrence satisfies the following necessary condition:

fund distribution policy

Definition: The overal diustribution policy or policy limitations for the fund itself.

Synonym:

Model-Generated Definition:

A kind of policy.

fund distributor

Definition: an entity through which a fund may be bought by or for an investor. This may be on a discretionary or advisory basis, or as an execution-only service. Definition origin:EFAMA DD

Synonym:

Model-Generated Definition:

A kind of funds processing party.

fund dividend policy

Definition: Terms for the expected distributions of dividends.

Synonym:

Model-Generated Definition:

A kind of fund cash distribution policy. A valid occurrence may have the following properties:

fund equity

Definition: A share or proportion of the capital gains in a fund.

Synonym:

Model-Generated Definition:

A kind of pool equity. A valid occurrence satisfies the following necessary condition:

fund investment objective

Definition: The aim of a Fund e.g outperfom a given benchmark.

Synonym:

Model-Generated Definition:

A kind of investment goal. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

fund investment policy

Definition: The policy within which the fund acts in order to achieve the stated fund objectives.

Synonym:

Model-Generated Definition:

A kind of policy. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

fund investment restrictions set

Definition: Limitations that apply to the fund as a whole, such as risk factors. these are used to determine whether the fund is appropriate for a given type of investor to invest in.

Synonym:

Model-Generated Definition:

A kind of restriction. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

fund investor

Definition: A party which invests in the Fund. It does this by holding some tradable unit (which represents some stake) in that fund.

Synonym:

Model-Generated Definition:

A kind of transferable contract holder. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

fund investor type

Definition: The type of party that is eligible to invest in a fund.

Synonym:

Model-Generated Definition:

fund legal contract

Definition: For a fund which is constituted under the law of contract, the contract that embodies the fund legal form.

Synonym:

Model-Generated Definition:

A kind of organization covering agreement. A valid occurrence satisfies the following necessary condition:

fund legal form

Definition: The legal form of the fund, eg Joint Stock Company, SPV etc.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

fund legal form documentation

Definition: For a fund which is constituted under the law of contract, the constitution or articles that define the fund. These are embodied in a Contract.

Synonym:

Model-Generated Definition:

A kind of constitution.

fund management company

Definition: The party that sets up the fund, decides the investment strategy, appoints the agents, and is responsible for the promotion and the marketing of the fund. It makes all of the important decisions related to the fund. Also called fund promotor or fund sponsor or fund manager.

Synonym:

Model-Generated Definition:

A kind of formally constituted organization.

fund manager

Definition: The party that sets up the fund, decides the investment strategy, appoints the agents, and is responsible for the promotion and the marketing of the fund. It makes all of the important decisions related to the fund. Also called fund promotor or fund sponsor. This is a dupliucate of Fund Management Company at the moment

Synonym:

Model-Generated Definition:

A kind of funds processing party. A valid occurrence satisfies the following necessary condition:

fund order desk

Definition: The Fund Order Desk is a party to the Fund Order Desk Account.

Synonym:

Model-Generated Definition:

A kind of account provider. A valid occurrence satisfies the following necessary condition:

fund order desk physical form document

Definition: A phsyical form obtained through the main fund order desk.

Synonym:

Model-Generated Definition:

A kind of written information.

fund portfolio

Definition: An account containing a number of financial instruments along with cash positions in one or more currencies and belonging to a Fund

Synonym:

Model-Generated Definition:

A kind of investment portfolio. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

fund portfolio investment limitations

Definition: Detailed Policy on approximately how the portfolio is to be allocated to achieve the stated investment goals. This underpins the detailed strategy of how to achieve this.

Synonym:

Model-Generated Definition:

A kind of fund investment restrictions set. A valid occurrence may have the following properties:

fund portfolio investment policy

Definition: Intended allocation of the portfolio to meet the stated investment strategy and goals.

Synonym:

Model-Generated Definition:

A kind of policy. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

fund price

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

fund processing form

Definition: The form of documentation or control mechanism required for some funds processing activity.

Synonym:

Model-Generated Definition:

A kind of control document. A valid occurrence may have the following properties:

fund processing general terms

Definition: Formal terms for general processing of the fund. These set out what the investor and the fund may or may not do.

Synonym:

Model-Generated Definition:

A kind of fund processing terms. A valid occurrence may have the following properties:

fund processing terms

Definition: Formal terms for processing of the fund. These set out what the investor and the fund may or may not do. These include terms for redemption and subscription processing as well as general processing terms. ISO FIBIM definition: Processing characteristics linked to the instrument, ie, not to the market.

Synonym:

Model-Generated Definition:

A kind of contractual commitment. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

fund promoter

Definition: An entity that promotes a fund. May be an investor, pension fund, bank, insurance company or management company

Synonym:

Model-Generated Definition:

A kind of funds processing party.

fund prospectus

Definition: The Prospectus for the Fund. This is a document made available publicly for potential investors. It will include facts about the fund investment objective, investment focus and other details of the fund. Some of this information becomes binding on the fund once it is issued, while other information is guidelines only.

Synonym:

Model-Generated Definition:

A kind of prospectus. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

fund redemption restriction

Definition:

Synonym:

Model-Generated Definition:

A kind of restriction.

fund redemption terms

Definition: Formal terms for redemption of units in the fund. These set out what the investor and the fund may or may not do.

Synonym:

Model-Generated Definition:

A kind of fund processing terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

fund reinvestment policy

Definition: Terms for the expected reinvestment of profits on fund units.

Synonym:

Model-Generated Definition:

A kind of fund unit distribution policy. A valid occurrence may have the following properties:

fund reporting terms

Definition: Terms describing the accounting methods and reporting arrangements used by the fund.

Synonym:

Model-Generated Definition:

A kind of information. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

fund share class unit

Definition: The legal structure in which you can purchase part of an investment pool, defined by a variety of characteristics like investor type, minimum size of investment, distribution type, fee and currency. A fund unit which gives the holder an equity stake in the fund.

Synonym:

Model-Generated Definition:

A kind of equity instrument and fund unit. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

fund share class unit dividend

Definition: Expected dividend payment from a Fund Unit. REVIEW: Does this apply to the Fund as a whole or to a unit in the fund? This term will be redefined following the Funds model restructuring

Synonym:

Model-Generated Definition:

A kind of timed parameter. A valid occurrence satisfies the following necessary condition:

fund structure

Definition: One of the different ways in which a Fund may be structured.

Synonym:

Model-Generated Definition:

fund subscription terms

Definition: Subscription terms for the fund. Further notes: ISO FIBIM, EFAMA DD and FPP combine terms for subscription, redemption and general holding requirements. These have been separated here as they are different kinds of term, but this can be reviewed. Subscription Terms are identified as terms of the fund and not the fund unit, since terms for how you might subscribe can't be binding one someone who has not yet subscribed.

Synonym:

Model-Generated Definition:

A kind of fund processing terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

fund supervisory authority

Definition: The legal entity which supervises the fund or fund industry

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

fund transfer agent

Definition: An entity that undertakes the execution of subscription, redemption and switch orders on behalf of a fund. Definition origin:EFAMA DD

Synonym:

Model-Generated Definition:

A kind of funds processing party.

fund unit

Definition: A unit in a fund, which may be traded and is a contract between the fund and the holder of that unit.

Synonym:

Model-Generated Definition:

A kind of transferable contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

fund unit distribution method

Definition: The normal distribution policy for funds.

Synonym:

Model-Generated Definition:

A kind of distribution method.

fund unit distribution policy

Definition: Income policy relating to the unit, e.g. if income is paid out or retained in the fund and how this is treated, including distribution policy details for dividends and coupons.

Synonym:

Model-Generated Definition:

A kind of policy. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

fund unit holder

Definition: a party that holds some unit in a fund

Synonym:

Model-Generated Definition:

A kind of trust beneficiary. A valid occurrence satisfies the following necessary conditions:

fund unit holding

Definition: A holding of a unit in another fund.

Synonym:

Model-Generated Definition:

A kind of portfolio holding. A valid occurrence may have the following properties:

fund unit performance

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

fund units settlement terms convention

Definition: Default settlement terms which may apply to a fund, trading of for units in the fund and for redemption of fund units.

Synonym:

Model-Generated Definition:

A kind of security settlement convention. A valid occurrence may have the following properties:

funds

Definition: monetary resources associated with a currency

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

funds cash distribution

Definition: Accrued income is distributed periodically to the investor.

Synonym:

Model-Generated Definition:

A kind of fund unit distribution method.

funds creation

Definition: SPV set up for fund management Conesnsus:Review

Synonym:

Model-Generated Definition:

A kind of s p v purpose.

funds identifier

Definition: the trigraph representing the funds

Synonym:

Model-Generated Definition:

A kind of code element and identifier. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

funds processing

Definition: The context of managing and processing funds, issuing funds units etc. This is the context in which the different parties involved in a fund are defined as parties.

Synonym:

Model-Generated Definition:

A kind of relationship context.

funds processing account

Definition: An account used specifically in the processing of funds. Like all accounts this is (per FIBIM definition) a business relationship between two entities; one entity is the account owner, the other entity is the account servicer. Please refer to Financial global model for treatment of accounts relationships in this model.

Synonym:

Model-Generated Definition:

A kind of account. A valid occurrence satisfies the following necessary condition:

funds processing party

Definition: A party involved in the processing of funds in some way.

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence may have the following properties:

funds processing passport

Definition: The Funds Processing Passport. This is defined as a document. This has terms drawn from elsewhere in the model which are defined as part of the FPP for reasons defined in the FPP descriptions.

Synonym:

Model-Generated Definition:

A kind of written information. A valid occurrence satisfies the following necessary conditions:

funds processing referent

Definition:

Synonym:

Model-Generated Definition:

A kind of synechdocal thing. A valid occurrence may have the following properties:

funds s p v

Definition: A Special Purpose Vehicle (SPV) set up specifically to create an investment fund. It is set up by a company or a group of companies for this purpose. The SPV is formed for a specific reason and exists for a specific period of time and is then disbanded.

Synonym:

Model-Generated Definition:

A kind of special purpose vehicle. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

funds tax

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

future (from package /Informative/Foundations/TimeExt/Time/future)

Definition:

Synonym:

Model-Generated Definition:

A kind of Tense.

future (from package /Release/Financial Business And Commerce/Financial Instruments/FinancialInstruments/future)

Definition: a contract that obligates the buyer to receive and the seller to deliver, in the future, the assets specified at an agreed price

Synonym:

Model-Generated Definition:

A kind of derivative instrument.

future instrument

Definition: Agreement to buy or sell a specific amount of a commodity, a currency or a financial instrument at a particular price on a stipulated future date. A futures contract obligates the buyer to purchase the underlying commodity, currency or financial instrument and the seller to sell it unless the contract is sold to another before settlement date which may happen if a trader waits to take a profit or cut a loss. Further notes: This contrasts with options trading in which the option buyer may choose whether or not to exercise the option by the exercise date. Unlike options, futures convey an obligation to buy. The risk to the holder is unlimited, and because the payoff pattern is symmetrical, the risk to the seller is unlimited as well. Dollars lost and gained by each party on a futures contract are equal and opposite. In other words, futures trading is a zero-sum game. Futures contracts are forward contracts, meaning they represent a pledge to make a certain transaction at a future date. The exchange of assets occurs on the date specified in the contract. Futures are distinguished from generic forward contracts in that they contain standardized terms, trade on a formal exchange, are regulated by overseeing agencies, and are guaranteed by clearinghouses. Also, in order to insure that payment will occur, futures have a margin requirement that must be settled daily. Finally, by making an offsetting trade, taking delivery of goods, or arranging for an exchange of goods, futures contracts can be closed. Hedgers often trade futures for the purpose of keeping price risk in check. Definition origin: Barrons, adapted by EDMC SMER.

Synonym:

Model-Generated Definition:

A kind of forward contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

future options exercise terms set

Definition: Contractual terms defining when or under what circumstances an options instrument may be exercised.

Synonym:

Model-Generated Definition:

A kind of option instrument exercise terms. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

futures closing price

Definition:

Synonym:

Model-Generated Definition:

A kind of exchange futures price.

futures commission merchant

Definition: an individual or organization that which does both of the following: (1) solicits or accepts orders to buy or sell futures contracts, options on futures, retail off-exchange forex contracts, or swaps and (2) accepts money or other assets from customers to support such orders

Synonym:

Model-Generated Definition:

A kind of non-depository institution.

futures commodity underlying

Definition: A negotiable commodity as the underlying of a Futures contract.

Synonym:

Model-Generated Definition:

A kind of underlying on future. A valid occurrence satisfies the following necessary conditions:

futures contract delivery

Definition:

Synonym:

Model-Generated Definition:

A kind of underlying security delivery.

futures contract underlying

Definition: An underlying which is a futures contract.

Synonym:

Model-Generated Definition:

A kind of underlier. A valid occurrence satisfies the following necessary condition:

futures daily settlement price

Definition: Review whether this exists

Synonym:

Model-Generated Definition:

A kind of security price.

futures greek

Definition: One of a set of measures about an option which is used to analyze the value or performance of that instrument.

Synonym:

Model-Generated Definition:

A kind of financial instrument analytical parameter.

futures index underlying

Definition: An economic rate which is the underlying of a Futures contract.

Synonym:

Model-Generated Definition:

A kind of underlying on future. A valid occurrence satisfies the following necessary condition:

futures initial trading margin

Definition: When you open a futures contract, the futures exchange will state a minimum amount of money that you must deposit into your account. This original deposit of money is called the initial margin.

Synonym:

Model-Generated Definition:

A kind of futures trading margin.

futures listing

Definition: A listing of a futures instrument on a derivatives exchange.

Synonym:

Model-Generated Definition:

A kind of derivatives listing. A valid occurrence satisfies the following necessary conditions:

futures theta

Definition:

Synonym:

Model-Generated Definition:

A kind of futures greek.

futures trading account holder

Definition: A party who has an account for futures trading at a derivatives exchange. Further notes: The trader opens an account with a given amount known as a margin.

Synonym:

Model-Generated Definition:

A kind of contract counterparty.

futures trading account provider

Definition: The party which is the principal of the Futures contract. This is the party that sets the terms of the contract.

Synonym:

Model-Generated Definition:

A kind of contract principal. A valid occurrence satisfies the following necessary condition:

futures trading margin

Definition: In the futures market, margin refers to the initial deposit of "good faith" made into an account in order to enter into a futures contract. This margin is referred to as good faith because it is this money that is used to debit any day-to-day losses.

Synonym:

Model-Generated Definition:

A kind of timed monetary amount. A valid occurrence satisfies the following necessary condition:

futures transaction

Definition: A forward settlement transaction which is defined by the Futures market in which they are traded.

Synonym:

Model-Generated Definition:

A kind of forward transaction.

futures vega

Definition:

Synonym:

Model-Generated Definition:

A kind of futures greek.

fx call option contract

Definition:

Synonym:

Model-Generated Definition:

A kind of fx option contract. A valid occurrence satisfies the following necessary conditions:

fx forward contract

Definition: A agreement to deliver and settle a given amount of currency in one currency, in exchange for a given amount in another currency, at an agreed date in the future and at an agreed rate of exchange.

Synonym:

Model-Generated Definition:

A kind of foreign exchange derivative contract and otcinstrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

fx forward forward swap

Definition:

Synonym:

Model-Generated Definition:

A kind of o t c fx product. A valid occurrence may have the following properties:

fx forward outright

Definition:

Synonym:

Model-Generated Definition:

A kind of o t c fx product. A valid occurrence satisfies the following necessary conditions:

fx forward transaction

Definition: A transaction in which cash is exchanged in two currencies at an agreed rate at an agreed date in the future.

Synonym:

Model-Generated Definition:

A kind of forward transaction. A valid occurrence satisfies the following necessary conditions:

fx option

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

fx option buyer

Definition:

Synonym:

Model-Generated Definition:

fx option contract

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

fx option leg

Definition: A standard FX OTC option (European or American) which may be a complete trade in its own right or part of a trade strategy. FpML A type that is used for describing a standard FX OTC option (European or American) which may be a complete trade in its own right or part of a trade strategy.

Synonym:

Model-Generated Definition:

fx option seller

Definition:

Synonym:

Model-Generated Definition:

fx option transaction

Definition: Define option as a wrapper. Done on a spot txn, but could logically be others. Adds the right whether or not to go into that.

Synonym:

Model-Generated Definition:

A kind of optional underlying transaction. A valid occurrence satisfies the following necessary conditions:

fx option underlying

Definition: The underlying of the foreign currency option is a currency spot rate.

Synonym:

Model-Generated Definition:

A kind of underlying on option. A valid occurrence satisfies the following necessary condition:

fx put option contract

Definition:

Synonym:

Model-Generated Definition:

A kind of fx option contract.

fx spot

Definition:

Synonym:

Model-Generated Definition:

A kind of o t c fx product. A valid occurrence satisfies the following necessary condition:

fx spot contract

Definition: The rate of a foreign-exchange contract for immediate delivery. Also known as "benchmark rates", "straightforward rates" or "outright rates", spot rates represent the price that a buyer expects to pay for a foreign currency in another currency.

Synonym:

Model-Generated Definition:

A kind of otcinstrument and spot contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

fx spot settlement commitment

Definition: no definition

Synonym:

Model-Generated Definition:

A kind of spot settlement commitment. A valid occurrence satisfies the following necessary condition:

fx spot transaction

Definition:

Synonym:

Model-Generated Definition:

A kind of spot transaction. A valid occurrence satisfies the following necessary conditions:

FX spot volatility

Definition: a measure of exchange rate fluctuation

Synonym:

Model-Generated Definition:

A kind of volatility. A valid occurrence may have the following properties:

fx swap

Definition:

Synonym:

Model-Generated Definition:

A kind of o t c fx product. A valid occurrence satisfies the following necessary conditions:

fx swap contract

Definition:

Synonym:

Model-Generated Definition:

A kind of foreign exchange derivative contract and swap.

fx volatility option

Definition: An option on the volatility of an FX rate. Further Note: Not found in FpML product definitions or taxonomy.

Synonym:

Model-Generated Definition:

A kind of foreign exchange derivative contract and o t c option contract.

G
g d p value (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of economic rate qualified timed value (please review). A valid occurrence may have the following properties:

gas commodity

Definition: Combustible hydrocarbon in gasous phase.

Synonym:

Model-Generated Definition:

A kind of energy commodity.

gas delivery

Definition: Delivery of fuel gas.

Synonym:

Model-Generated Definition:

A kind of energy physical delivery.

general obligation municipal bond

Definition: A general obligation bond (GO) is issued by governmental entities and not backed by revenue from a specific project, such as a toll road. A general obligation bond is secured by an issuing government's pledge to use all available resources - even tax revenues - to repay holders of the bond.

Synonym:

Model-Generated Definition:

A kind of full faith and credit bond and municipal bond.

general partner

Definition: a partner in a partnership, who holds some part of the general partner equity and typically is jointly and severally liable with the other partners for the liabilities incurred by that partnership

Synonym:

Model-Generated Definition:

A kind of de jure controlling interest party and partner. A valid occurrence satisfies the following necessary conditions:

general partner equity

Definition: Equity in a partnership held by general partners; this is typically accompanied by full liability capability on the part of the holders of the equity.

Synonym:

Model-Generated Definition:

A kind of controlling equity and partnership equity. A valid occurrence may have the following properties:

geographical area

Definition: A named and formally defined area of the world defined in terms of its physical extent. Scope Note: A Geographical Area is both a Geographical Feature (some named physical location on Earth) and a Geophysical Location (having two-dimensional extent on the Earth's surface).

Synonym:

Model-Generated Definition:

A kind of geographical feature and geophysical location.

geographical feature

Definition: Some named physical location on Earth, identified geographically such as a specific land area, city or geographical feature. Scope Note: This is usually an alternative way of describing some geophysical extent or location, for example describing a city as a city as distinct from describing the physical extent of that city. Many concepts may therefore extend from this and from Geophysical or Geospatial concepts. For many purposes, modelers may ignore this class. Scope Note: This differs from Geophysical Location in that may include geographical features identified as points on the Earth's surface, or as linear features such as rivers and shorelines.

Synonym:

Model-Generated Definition:

A kind of physical location. A valid occurrence may have the following properties:

geolocation coordinates

Definition: Co-ordinates which uniquely identify some physical location.

Synonym:

Model-Generated Definition:

A kind of address. A valid occurrence satisfies the following necessary condition:

geometric mean

Definition: a mean that indicates the central tendency or typical value of a set of numbers by using the product of their values (as opposed to the arithmetic mean which uses their sum)

Synonym:

Model-Generated Definition:

A kind of mean.

geophysical location

Definition: Some physical two dimensional extent on the surface of the Earth. Scope Note: The definition given in the FIBO Foundations specification for Physical Location defines some n- e.g. three dimensional space. This concept extends this to define a two dimensional extent on the Earth or other planets. Explanatory Note: Some of these locations may also be co-extensive with Geographical Features, the latter being named geophysical lications.

Synonym:

Model-Generated Definition:

A kind of topographical location.

geopolitical entity

Definition: any country, federal province, city or other administrative unit which is both geographical and political in its identity

Synonym:

Model-Generated Definition:

A kind of physical location.

geopolitical group

Definition:

Synonym:

Model-Generated Definition:

A kind of geopolitical entity. A valid occurrence satisfies the following necessary condition:

global market

Definition: Definition needed

Synonym:

Model-Generated Definition:

A kind of notional financial marketplace.

global ultimate parent

Definition: an organization that is recognized as the ultimate parent of the company; this relationship may or may not be present, i.e. in the case of a company that has no parent

Synonym:

Model-Generated Definition:

A kind of total controlling interest company.

GNMA Platinum pool

Definition:

Synonym:

Model-Generated Definition:

A kind of agency mortgage pool.

GNMA-i pool

Definition:

Synonym:

Model-Generated Definition:

A kind of agency mortgage pool.

GNMA-II pool

Definition:

Synonym:

Model-Generated Definition:

A kind of agency mortgage pool.

goal

Definition: a desired result that a person, organization or system envisions or plans, or to which it commits, in order to achieve a desired state

Synonym:

Model-Generated Definition:

good (from package /Release/Foundations/Products And Services/ProductsAndServices/good)

Definition: any tangible thing that is not money or real estate

Synonym:

Model-Generated Definition:

good (from package /Informative/Foundations/ProductsAndServicesExt/Products And Services Extensions/good)

Definition:

Synonym:

Model-Generated Definition:

A kind of bundle of resources and continuant thing.

good faith estimate (please review)

Definition: GFE - representation by the lender on the costs and implications of settlement (early termination) of the loan.

Synonym:

Model-Generated Definition:

A kind of loan product representations (please review).

goods or services population

Definition: a statistical universe consisting of specific goods and/or services designed for the purposes of supporting surveys such as those used as the basis for price indices

Synonym:

Model-Generated Definition:

A kind of statistical universe. A valid occurrence satisfies the following necessary condition:

government

Definition: the system by which a state or community is controlled

Synonym:

Model-Generated Definition:

A kind of functional entity. A valid occurrence satisfies the following necessary conditions:

government agency

Definition: a permanent or semi-permanent organization, often an appointed commission, in the machinery of government that is responsible for the oversight and administration of specific functions

Synonym:

Model-Generated Definition:

A kind of government body. A valid occurrence satisfies the following necessary condition:

government appointee

Definition: an individual appointed by government decree to lead, or participate in some capacity in a government body

Synonym:

Model-Generated Definition:

A kind of executive and government official. A valid occurrence satisfies the following necessary condition:

government body

Definition: a formal organization that is an agency, instrumentality, or other body of supranational, national, federal, state, or local government, including certain multijurisdictional agencies and departments that carry out the business of government

Synonym:

Model-Generated Definition:

A kind of formal organization. A valid occurrence satisfies the following necessary conditions:

government debt issuer

Definition:

Synonym:

Model-Generated Definition:

A kind of Error10, Error11, and issuer. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

government department

Definition: a specialized organization responsible for a sector of government public administration

Synonym:

Model-Generated Definition:

A kind of government body. A valid occurrence satisfies the following necessary condition:

government guaranty

Definition: Guaranty is provided by a government, e.g. a security is guaranteed by a Government.

Synonym:

Model-Generated Definition:

A kind of guaranty. A valid occurrence satisfies the following necessary condition:

government issued bond

Definition: a bond issued by some government on behalf of some polity, including sovereign and municipal bonds

Synonym:

Model-Generated Definition:

A kind of bond and government issued debt security.

government issued debt security

Definition: a debt security issued by some government on behalf of some polity, including sovereign and municipal debt

Synonym:

Model-Generated Definition:

A kind of tradable debt instrument. A valid occurrence satisfies the following necessary condition:

government minister

Definition: a person appointed or elected to a high office in the government

Synonym:

Model-Generated Definition:

A kind of executive and government official.

government mortgage agency

Definition: An agency set up by a government for the purpose of issuing mortgages.

Synonym:

Model-Generated Definition:

A kind of functional entity. A valid occurrence satisfies the following necessary condition:

government official

Definition: a person elected or appointed to administer some aspect of a government

Synonym:

Model-Generated Definition:

A kind of organization member and responsible party. A valid occurrence satisfies the following necessary conditions:

Definition:

Synonym:

Model-Generated Definition:

A kind of mortgage loan purpose.

government-issued license

Definition: grant of permission needed to legally perform some task, provide some service, exercise a certain privilege, or pursue some business or occupation

Synonym:

Model-Generated Definition:

A kind of legal document and license. A valid occurrence satisfies the following necessary conditions:

governmental constitution

Definition: a set of rules and principles that define the nature and extent of government

Synonym:

Model-Generated Definition:

A kind of constitution.

grain commodity

Definition: A commodity which is a kind of grain, such as wheat.

Synonym:

Model-Generated Definition:

A kind of agricultural product.

green bond

Definition: A green bond is a tax-exempt bond issued by federally qualified organizations or by municipalities for the development of brownfield sites. Brownfield sites are areas of land that are underutilized, have abandoned buildings or are underdeveloped, often containing low levels of industrial pollution.

Synonym:

Model-Generated Definition:

A kind of bond.

gross domestic product

Definition: an economic indicator representing the broadest measure of aggregate economic activity, measuring the total unduplicated market value of all final goods and services produced within a statistical area in a period

Synonym:

Model-Generated Definition:

A kind of economic indicator.

gross income

Definition:

Synonym:

Model-Generated Definition:

A kind of income.

gross of fee performance determination method

Definition: Performance determined gross of fee. Review: Is this mutually exclusive with the other listed method? It sounds like it is not.

Synonym:

Model-Generated Definition:

A kind of performance determination method.

gross sales income

Definition:

Synonym:

Model-Generated Definition:

A kind of gross income.

group

Definition: a collection of autonomous entities

Synonym:

Model-Generated Definition:

A kind of collection. A valid occurrence may have the following properties:

guarantee providing member

Definition: an entity that has issued some guarantee for a body incorporated by the issuance of guarantees

Synonym:

Model-Generated Definition:

A kind of formally constituted organization member. A valid occurrence satisfies the following necessary conditions:

guaranteed loan

Definition: Loan secured by guaranty.

Synonym:

Model-Generated Definition:

A kind of secured loan. A valid occurrence satisfies the following necessary conditions:

guarantor

Definition: a party that guarantees, endorses, or provides indemnity for some obligation on behalf of some other party

Synonym:

Model-Generated Definition:

A kind of contract third party. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

guaranty

Definition: a commitment whereby something, such as a debt, cash flows on a debt instrument (e.g., interest payments), or performance of some obligation, is guaranteed if the person or organization with primary liability fails to perform

Synonym:

Model-Generated Definition:

A kind of commitment. A valid occurrence may have the following properties:

H
hard credit event

Definition: Hard default. This is defined by the event not being repairable.

Synonym:

Model-Generated Definition:

hedge fund

Definition: Definition needed Review notes (EFAMA?) Also only closed ended according to regulations. This is not always a kind of closed fund.

Synonym:

Model-Generated Definition:

A kind of fund.

high price

Definition: The highest valuation over the period specified. this can be regarded as a derived price. See also note in LowPrice Difference: different rules used. May be mased on trade OR quote price Analytic or Price?? this is a derived type but with a much simpler rule.

Synonym:

Model-Generated Definition:

A kind of equity exchange published price. A valid occurrence may have the following properties:

historical information

Definition:

Synonym:

Model-Generated Definition:

A kind of information.

HMDA covered loan contract

Definition: a closed-end mortgage loan or open-end line of credit that is not an excluded transaction for HMDA reporting under US section 1003.3(c) of the Revised Home Mortgage Disclosure Act of 2015

Synonym:

Model-Generated Definition:

A kind of mportgage loan contract. A valid occurrence satisfies the following necessary conditions:

HMDA disposition

Definition: a type of action taken regarding an application for a HMDA covered loan

Synonym:

Model-Generated Definition:

A kind of classifier.

HMDA pre-approval request

Definition: a request for pre-approval of a home purchase loan up to a certain amount, and subject to certain non-credit related conditions

Synonym:

Model-Generated Definition:

A kind of pre-approval request.

HMDA report

Definition: a report prepared to satisfy HMDA regulatory reporting requirements as described US section 1003.3(c) of the Revised Home Mortgage Disclosure Act of 2015

Synonym:

Model-Generated Definition:

A kind of report. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

holders option call

Definition:

Synonym:

Model-Generated Definition:

A kind of partial call allocation.

holding

Definition: real or personal property (assets), including but not limited to financial assets, to which one holds title and of which one has possession

Synonym:

Model-Generated Definition:

A kind of ownership. A valid occurrence satisfies the following necessary condition:

holding right

Definition: The right to hold a thing

Synonym:

Model-Generated Definition:

A kind of right.

home equity line of credit

Definition: A credit line on a house or other property, that can be drawn down and/or paid back by the borrower.

Synonym:

Model-Generated Definition:

A kind of revolving line of credit.

home equity line of credit contract

Definition: A credit line on a house or other property, that can be drawn down and/or paid back by the borrower.

Synonym:

Model-Generated Definition:

A kind of revolving credit contract. A valid occurrence satisfies the following necessary condition:

home equity line of credit pool

Definition:

Synonym:

Model-Generated Definition:

A kind of loan pool. A valid occurrence satisfies the following necessary condition:

home equity line of credit pool constituent

Definition: A line of credit defined as a constituent of a Home Equity Line Of Credit Pool.

Synonym:

Model-Generated Definition:

A kind of loan pool constituent.

home equity line of credit tranche

Definition:

Synonym:

Model-Generated Definition:

A kind of revolving line of credit tranche. A valid occurrence satisfies the following necessary condition:

home equity loan purpose

Definition:

Synonym:

Model-Generated Definition:

A kind of loan purpose.

household

Definition: an individual or small group of persons who occupy a housing unit (such as a house or apartment) as their usual place of residence, who pool some, or all, of their income and wealth and who consume certain types of goods and services collectively, mainly housing and food

Synonym:

Model-Generated Definition:

A kind of institutional unit. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

housing unit

Definition: a house, an apartment, a mobile home or trailer, a group of rooms, or a single room occupied as separate living quarters, or if vacant, intended for occupancy as separate living quarters

Synonym:

Model-Generated Definition:

A kind of physical location. A valid occurrence may have the following properties:

how submitted

Definition: a category indicating whether the applicant or borrower submitted the application for the covered loan directly to the reporting financial institution

Synonym:

Model-Generated Definition:

A kind of classifier.

hybrid c d o

Definition: A CDO which combines features both of the cash and synthetic CDO. This is a CDO with tranches of cash and tranches of synthetic underlying assets. Further notes: So for example an issiue of $550 million may have $500 million in an asset pool and an additional $50 million created via a synthetic asset.

Synonym:

Model-Generated Definition:

A kind of c d o deal. A valid occurrence may have the following properties:

I
i c m a yield formula

Definition: The calculation method specified by ICMA (formerly ISMA) for determination of yield for fixed-rate bonds.

Synonym:

Model-Generated Definition:

A kind of yield calculation formula.

i oette

Definition: REVIEW: Is this a kind of IO Tranche.

Synonym:

Model-Generated Definition:

A kind of agency i o tranche.

i r option underlying

Definition: The underlying on a Commodities Option, which is the corresponding Commodity Future contract on the same exchange.

Synonym:

Model-Generated Definition:

A kind of option on futures underlying.

i r swap transaction

Definition: A transaction in which one interest rate is exchanged for another.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

i s o standard

Definition: A standard published and mandated by the International Standards Organisation (ISO).

Synonym:

Model-Generated Definition:

A kind of technical standard.

identification scheme

Definition: system for allocating identifiers to objects

Synonym:

Model-Generated Definition:

A kind of arrangement. A valid occurrence may have the following properties:

identifier

Definition: sequence of characters, capable of uniquely identifying that with which it is associated, within a specified context

Synonym:

Model-Generated Definition:

A kind of reference. A valid occurrence satisfies the following necessary conditions:

identity document

Definition: any legal document which may be used to verify aspects of a person's identity

Synonym: identity card

Model-Generated Definition:

A kind of legal document. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

illegal cartel

Definition: A collection of companies that come together to manipulate the market in some way, e.g. price fixing

Synonym:

Model-Generated Definition:

A kind of illegal organization. A valid occurrence may have the following properties:

illegal organization

Definition: A kind of organization which has been set up specifically to perform illegal acts or has become such

Synonym:

Model-Generated Definition:

A kind of organization.

IMM settlement date rule

Definition:

Synonym:

Model-Generated Definition:

A kind of settlement date rule.

IMMAUD trading date rule

Definition:

Synonym:

Model-Generated Definition:

A kind of trading date rule.

IMMCAD trading date rule

Definition:

Synonym:

Model-Generated Definition:

A kind of trading date rule.

IMMNZD trading date rule

Definition:

Synonym:

Model-Generated Definition:

A kind of trading date rule.

impact

Definition:

Synonym:

Model-Generated Definition:

A kind of consequence. A valid occurrence satisfies the following necessary condition:

imperial weight measurement unit

Definition:

Synonym:

Model-Generated Definition:

A kind of bullion measurement unit and unit of mass.

implied forward rate

Definition:

Synonym:

Model-Generated Definition:

in default

Definition: The issuer has failed to pay somthing that they are contractually obliged to pay.

Synonym:

Model-Generated Definition:

A kind of security credit status.

in default loan

Definition: Formal notice served.

Synonym:

Model-Generated Definition:

A kind of delinquent loan. A valid occurrence satisfies the following necessary condition:

inactive

Definition:

Synonym:

Model-Generated Definition:

A kind of security trading status.

inalienable right

Definition:

Synonym:

Model-Generated Definition:

A kind of right.

incapacitated adult

Definition: an adult who is legally identified as not having legal capacity, typically as a result of some inherent physical or mental incapacity or as a result of having contracted some illness which temporarily deprives them of such capacity

Synonym:

Model-Generated Definition:

A kind of adult.

income

Definition:

Synonym:

Model-Generated Definition:

A kind of relative cashflow.

income accumulation

Definition: Accrued income is not distributed and instead remains reflected within the unit/share price.

Synonym:

Model-Generated Definition:

A kind of fund unit distribution method.

income from operations

Definition: Gross Profit

Synonym:

Model-Generated Definition:

A kind of net income.

IncomeVerificationMethodSelection (please review)

Definition: Selection of possible methods by which borrower's income was determined.

Synonym:

Model-Generated Definition:

IncorporatedCompanyLegalFormAbbreviation

Definition: The textual styling of the legal form of a legally incorporated company, as referred to in the jurisdiction in which it is incorporated and the language of that jurisdiction.

Synonym:

Model-Generated Definition:

incorporation guarantee

Definition: A guarantee which is part of the means by which some incorporated entity is incorporated by guarantee.

Synonym:

Model-Generated Definition:

A kind of constitution. A valid occurrence satisfies the following necessary conditions:

independent party

Definition: any person or organization capable of performing any business party role, such as an individual, a corporation, a partnership, an association, a joint-stock company, a business trust, or an unincorporated organization

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

independent thing

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

index

Definition: an indirect shortcut derived from and pointing into, a greater volume of values, data, information or knowledge

Synonym:

Model-Generated Definition:

A kind of reference. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

index amortizing bond

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

index based coupon bond

Definition: A security where the coupon payments fluctuate according to an "Index" in the sense of non Interest rate e.g. inflation rate, GDP.

Synonym:

Model-Generated Definition:

A kind of variable coupon bond. A valid occurrence satisfies the following necessary conditions:

index derivative instrument

Definition:

Synonym:

Model-Generated Definition:

A kind of rate-based derivative instrument. A valid occurrence satisfies the following necessary condition:

index future

Definition: A futures contract on a stock or financial index. For each index there may be a different multiple for determining the price of the futures contract.

Synonym:

Model-Generated Definition:

A kind of financial future. A valid occurrence may have the following properties:

index future standardized terms set

Definition: A set of standard terms for index futures contracts, as set out by the derivatives exchange. Index Futures contracts issued by and traded on that exchange will take on these terms or override them.

Synonym:

Model-Generated Definition:

A kind of financial future standardized terms set. A valid occurrence may have the following properties:

index linked coupon

Definition:

Synonym:

Model-Generated Definition:

A kind of bond variable coupon.

index linked coupon terms set

Definition:

Synonym:

Model-Generated Definition:

A kind of bond variable coupon terms set. A valid occurrence satisfies the following necessary condition:

index linked principal determination terms set

Definition: Terms for payment of the principal. These link the principal amounts to some underlying index or interest rate.

Synonym:

Model-Generated Definition:

A kind of tradable debt security redemption terms set. A valid occurrence satisfies the following necessary conditions:

index linked security

Definition: A bond in which payment of income on the principal is related to a specific price index, such as the Consumer Price Index.

Synonym:

Model-Generated Definition:

A kind of variable principal bond. A valid occurrence satisfies the following necessary condition:

index option exercise terms set

Definition: Contractual terms defining when or under what circumstances an options instrument may be exercised.

Synonym:

Model-Generated Definition:

A kind of option instrument exercise terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

index or basket option entitlement

Definition: The entitlements to the holder of a basket or index option, comprised in an option contract or transaction supplement.

Synonym:

Model-Generated Definition:

A kind of equity option entitlement. A valid occurrence may have the following properties:

index provider

Definition:

Synonym:

Model-Generated Definition:

A kind of publisher. A valid occurrence satisfies the following necessary conditions:

indexing scheme

Definition: system for indexing values, data, information, or knowledge

Synonym:

Model-Generated Definition:

A kind of arrangement. A valid occurrence may have the following properties:

individual contact information

Definition: contact information for an individual

Synonym:

Model-Generated Definition:

A kind of contact information.

individual credit rating

Definition:

Synonym:

Model-Generated Definition:

A kind of credit rating.

individual investor

Definition: an investor that is a person, rather than an organization, who may or may not be considered a qualified investor from a legal perspective

Synonym:

Model-Generated Definition:

A kind of investor. A valid occurrence may have the following properties:

individual person credit rating (please review)

Definition: was Borrower Credit Rating

Synonym:

Model-Generated Definition:

A kind of individual credit rating. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

individual unilateral commitment

Definition: a commitment made by some party unilaterally to another specific party

Synonym:

Model-Generated Definition:

A kind of unilateral commitment.

industrial bank

Definition: a limited service financial institution that raises funds by selling certificates called 'investment shares' and by accepting deposits

Synonym:

Model-Generated Definition:

A kind of Bank.

industrial products sector

Definition: a classifier for a sector of the economy used for price indices focused on major commodities sold by manufacturers in Canada

Synonym:

Model-Generated Definition:

A kind of industry sector classifier.

industry association

Definition: An organization which has membership drawn from members of some industry and acts to serve the interests of those members.

Synonym:

Model-Generated Definition:

A kind of formally constituted organization.

industry model convention

Definition: Standard conventions which exist in the public domain but are not enshrined in an existing ISO Standard are defined in this model and published as such.

Synonym:

Model-Generated Definition:

A kind of convention. A valid occurrence satisfies the following necessary condition:

industry sector classification scheme

Definition: a system for allocating classifiers to organizations by industry sector

Synonym:

Model-Generated Definition:

A kind of classification scheme.

industry sector classifier

Definition: a standardized classification or delineation for an organization, or possibly for a security representing an interest in a given organization, per some scheme for such delineation, by industry

Synonym:

Model-Generated Definition:

A kind of classifier. A valid occurrence satisfies the following necessary condition:

inflation bond

Definition: A bond where the principal amount is linked to an index.

Synonym:

Model-Generated Definition:

A kind of index linked security. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

inflation bond factor

Definition: The factor which is used in determining the principal on an inflation bond. This is used either in calculating the interest payments, in calculating the principal payback or more typically both. Further notes: This is a dated parameter, that is it varies over time.

Synonym:

Model-Generated Definition:

A kind of reference factor.

inflation bond interest payment terms set

Definition: Terms for the payment of interest on an Inflation Bond.

Synonym:

Model-Generated Definition:

A kind of bond coupon structure type. A valid occurrence may have the following properties:

inflation bond principal repayment terms set

Definition: Terms specifying how the principal amount on an Inflation Bond is to be paid down. Further notes: This is typically but not necessarily with reference to the Inflation rate that is referred to for this bond. Further model action: identify and model terms for the case where the bond principal repayments are not pegged to an inflation rate.

Synonym:

Model-Generated Definition:

A kind of index linked principal determination terms set. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

inflation bond variable coupon

Definition:

Synonym:

Model-Generated Definition:

A kind of bond variable coupon.

inflation bond variable coupon terms set

Definition:

Synonym:

Model-Generated Definition:

A kind of bond variable coupon terms set. A valid occurrence may have the following properties:

inflation factor expression

Definition: How the Formula is expressed i.e. the Right Hand Side of the Formula.

Synonym:

Model-Generated Definition:

A kind of formula expression. A valid occurrence satisfies the following necessary condition:

inflation factor formula

Definition: The formula by which the inflation factor is determined for the bond. This is part of the formula terms.

Synonym:

Model-Generated Definition:

A kind of factor calculation formula. A valid occurrence satisfies the following necessary conditions:

inflation factor subject

Definition: The Left Hand Side of the Formula, giving what is being expressed in terms of the Right Hand Side. This is the Inflation Bond Factor.

Synonym:

Model-Generated Definition:

A kind of formula subject. A valid occurrence satisfies the following necessary condition:

inflation factor underlying

Definition: The argument of the Inflation Factor calculation formula, which is the inflation factor itself.

Synonym:

Model-Generated Definition:

A kind of formula argument. A valid occurrence satisfies the following necessary condition:

inflation index fall back bond

Definition: A fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8.

Synonym:

Model-Generated Definition:

A kind of parametric reference entity. A valid occurrence satisfies the following necessary condition:

inflation index underlying

Definition:

Synonym:

Model-Generated Definition:

A kind of economic rate observable. A valid occurrence may have the following properties:

inflation leg

Definition:

Synonym:

Model-Generated Definition:

A kind of swap leg.

inflation rate

Definition: an economic indicator representing a change in prices of goods and services for a specified period, for a given statistical area

Synonym:

Model-Generated Definition:

A kind of economic indicator. A valid occurrence satisfies the following necessary conditions:

inflation rate value (please review)

Definition: The inflation rate, as a percentage. This is quoted for a period of time leading up to a specific date or month.

Synonym:

Model-Generated Definition:

A kind of economic rate qualified timed value (please review). A valid occurrence may have the following properties:

inflation swap contract

Definition: Draft definition: This is a swap instrument which makes reference to an inflation index.

Synonym:

Model-Generated Definition:

A kind of swap. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

inflation swap transaction

Definition: A transaction in which one leg is based on an inflation rate and the other leg is based on an interest rate (usually or always fixed interest).

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

influence-based de facto control

Definition: Some influence and control over some entity other than by means of investment in that entity.

Synonym:

Model-Generated Definition:

A kind of de facto control.

influence-based de facto controlling party

Definition: A party which exercises some influence and control over the entity other than by means of investment.

Synonym:

Model-Generated Definition:

A kind of de facto controlling interest party. A valid occurrence satisfies the following necessary condition:

informal organization

Definition: An organization which is not formally constituted in some way.

Synonym:

Model-Generated Definition:

A kind of organization.

information

Definition: Information in any of its forms.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • is about at least one occurrence of any type.

A valid occurrence may also have the following properties:

information product

Definition: a product that is informational in nature, rather than physical

Synonym:

Model-Generated Definition:

A kind of product.

information right (please review)

Definition: The right to some information in some context, for example when purchasing some product. The right to full and fair disclosure of

Synonym:

Model-Generated Definition:

A kind of borrower right (please review).

informative event (please review)

Definition: An event which reflects some change in information about something.

Synonym:

Model-Generated Definition:

inherent potential

Definition: The inherent potential to be able do a thing. This is the capability of acquiring the ability to do a thing. Further Notes The synonym "Capacity" for this concept is itself is a homonym of Capacity in the sense of the cubic capacity of some vessel. The thing this is a capability of, is the act of learning or acquiring some other ability.

Synonym:

Model-Generated Definition:

A kind of capability.

input producer price index

Definition: an economic indicator representing a measure of the rate of change over time in the prices of inputs of goods and services purchased by the producer

Synonym:

Model-Generated Definition:

A kind of producer price index.

instant

Definition:

Synonym:

Model-Generated Definition:

A kind of temporal entity.

instant determination

Definition: The determination or adjustment of some instant according to some rule.

Synonym:

Model-Generated Definition:

A kind of temporal entity determination.

instant specification

Definition:

Synonym:

Model-Generated Definition:

A kind of temporal entity specification.

institution type

Definition: a classifier of financial institutions as defined by the National Information Center (NIC) registry

Synonym:

Model-Generated Definition:

A kind of industry sector classifier. A valid occurrence satisfies the following necessary condition:

institutional investor

Definition: an organization that trades large volumes of securities

Synonym:

Model-Generated Definition:

A kind of investor.

institutional person

Definition: a person that resides in an institution for some reason, due, for example, to hospitalization, rehabilitation, or incarceration

Synonym:

Model-Generated Definition:

A kind of person.

institutional unit

Definition: a party that is capable, in its own right, of owning assets, incurring liabilities, and engaging in economic activities and in transactions with other parties

Synonym:

Model-Generated Definition:

A kind of functional entity and party in role.

instrument

Definition: Something which is used to further some purpose or to measure some variable in furtherance of some purpose. Explanatory Note: This may include more abstract or even relative or mediating things such as contracts, put to some purpose. For example, financial instruments. It also include physical measurement instruments (flow meters etc.) in industrial plant.

Synonym:

Model-Generated Definition:

A kind of purposive thing.

instrument aggregate loan analytic

Definition: Parameters that describe some feature of loan pools or mortgage pools, aggregated and defined at the level of the instrument (i.e. the tranche or class of security within the issue).

Synonym:

Model-Generated Definition:

A kind of financial instrument analytical parameter. A valid occurrence satisfies the following necessary condition:

instrument credit rating

Definition: An Instrument Credit Rating, that is the creditworthiness of the investment as determined by a Ratings Agency.

Synonym:

Model-Generated Definition:

A kind of investment credit rating. A valid occurrence satisfies the following necessary condition:

instrument internal rate of return

Definition: The discount rate that results in a Net Present Value of zero for a series of future cash flows for the holder of the financial instrument.

Synonym:

Model-Generated Definition:

A kind of internal rate of return.

instrument issued at par

Definition: Instrument is issued at par. These instruments are issued at some face value and mature for a value equal to that face value plus interest.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

instrument of incorporation

Definition: Some legal instrument by which some legal entity which is not a natural person is made to exist.

Synonym:

Model-Generated Definition:

A kind of constitution. A valid occurrence satisfies the following necessary conditions:

instrument weighted average loan age

Definition: A dollar-weighted average measuring the age of the individual loans in a mortgage pass-through or pooled security, such as Ginnie Mae or a Freddie Mac security. The WALA is measured as the time in months since the origination of the loans, with the weighting based on each loan's size in proportion to the aggregate total of the pool.

Synonym:

Model-Generated Definition:

A kind of instrument aggregate loan analytic. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

instrument weighted average remaining maturity

Definition: The weighted average of the time until all maturities on loans in a mortgage-backed or asset backed security. The higher the weighted average to maturity of the loans, the longer the loans in the security have until maturity.

Synonym:

Model-Generated Definition:

A kind of instrument aggregate loan analytic. A valid occurrence satisfies the following necessary condition:

instrumentality (from package /Informative/Foundations/Law Ext/RegulatoryRestrictions/instrumentality)

Definition: some law or contract which is instrumental in the existence of some recognized construct such as a restriction

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

instrumentality (from package /Release/Business Entities/Government Entities/GovernmentEntities/instrumentality)

Definition: an organization that serves a public purpose and is closely tied to a government, but is not a government agency

Synonym:

Model-Generated Definition:

A kind of government body and juridical person. A valid occurrence satisfies the following necessary conditions:

insurance backed guaranty

Definition: Security is guaranteed by an insurance policy.

Synonym:

Model-Generated Definition:

A kind of guaranty. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

insurance company

Definition: a non-depository institution whose primary and predominant business activity is the writing of insurance or the reinsuring of risks underwritten by insurance companies, and that provides compensation based on the happening of one or more contingencies

Synonym:

Model-Generated Definition:

A kind of non-depository institution.

insurance policy

Definition: Some policy by which some party (directly or more usually through an intermediary who writes this policy) agrees to cover some risk as identified in this policy, on behalf of the holder of the policy. further Notes: Added specifically to cover financial instruments modeling of insurance backed Guaranty. This term would belong within a separate section of specialist insurance terms if there were such a section. Later notes: also relevant to Mortgage Indemnity Guaranty, taken out by Lender before pooling a mortgage into a security. This may even be what was intended by "Insurance Backed Guaranty" in the original FIBIM terms. To be determined at further review.

Synonym:

Model-Generated Definition:

A kind of formal document.

insurance service

Definition: a financial service in which the insurer promises to provide compensation for specific potential future losses in exchange for a periodic payment

Synonym:

Model-Generated Definition:

A kind of financial service.

integer value

Definition:

Synonym:

Model-Generated Definition:

A kind of numeric value. A valid occurrence satisfies the following necessary condition:

interbank bid rate

Definition: an interbank rate that is the interest rate at which participating banks are willing to borrow deposits from other banks

Synonym:

Model-Generated Definition:

A kind of interbank rate.

interbank mid rate

Definition: an interbank rate that represents the mid-point between bid and offer rates

Synonym:

Model-Generated Definition:

A kind of interbank rate.

interbank offered rate

Definition: an interbank rate that is the interest rate at which participating banks lend money

Synonym:

Model-Generated Definition:

A kind of interbank rate.

interbank rate

Definition: a reference rate that is the rate of interest charged on short-term loans between banks

Synonym:

Model-Generated Definition:

A kind of reference interest rate. A valid occurrence may have the following properties:

interbank rate authority

Definition: an interest rate authority responsible for setting the interbank rate

Synonym:

Model-Generated Definition:

A kind of interest rate authority. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

interest

Definition: the cost of using credit, or another's money, expressed as a rate per period of time, payable by a debtor to a creditor in consideration of the credit extended to the debtor

Synonym:

Model-Generated Definition:

A kind of monetary amount. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

interest bearing c p

Definition: Interest Bearing Commercial Paper is sold at par and has interest rate but only pays interest at maturity.

Synonym:

Model-Generated Definition:

A kind of commercial paper. A valid occurrence satisfies the following necessary condition:

interest calculation expression

Definition: How the Formula is expressed i.e. the Right Hand Side of the Formula. This has separate parameters for Base and Margin. The overall Expression is not modeled but may be additionally described in a free form text field.

Synonym:

Model-Generated Definition:

A kind of formula expression. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

interest calculation formula

Definition: Formula for calculation of Interest.

Synonym:

Model-Generated Definition:

A kind of formula. A valid occurrence satisfies the following necessary conditions:

interest calculation subject

Definition: The Subject or Left Hand Side of an Interest Calculation Formula. This is by definition the Interest amount.

Synonym:

Model-Generated Definition:

A kind of formula subject. A valid occurrence satisfies the following necessary condition:

interest only

Definition:

Synonym:

Model-Generated Definition:

A kind of amortization type.

interest payment terms

Definition: contract terms for payment of interest on a debt

Synonym:

Model-Generated Definition:

A kind of debt terms. A valid occurrence satisfies the following necessary conditions:

interest rate

Definition: an amount charged, expressed as a percentage of principal, by a lender to a borrower for the use of assets

Synonym:

Model-Generated Definition:

A kind of monetary measure and rate. A valid occurrence may have the following properties:

interest rate authority

Definition: an authority responsible for the publication of some interest rate

Synonym:

Model-Generated Definition:

A kind of financial information publisher and financial service provider. A valid occurrence satisfies the following necessary condition:

interest rate derivative instrument

Definition:

Synonym:

Model-Generated Definition:

A kind of rate-based derivative instrument. A valid occurrence satisfies the following necessary condition:

interest rate future

Definition: An Interest Rate Future is a futures contract with an interest-bearing instrument as the underlying asset.

Synonym:

Model-Generated Definition:

A kind of financial future.

interest rate future debt underlying

Definition: The debt instrument which is the underlying of an Interest Rate Future contract.

Synonym:

Model-Generated Definition:

A kind of underlying on future. A valid occurrence satisfies the following necessary condition:

interest rate future standardized terms set

Definition: A set of standard terms for interest rate futures contracts, as set out by the derivatives exchange. Interest Rate Futures contracts issued by and traded on that exchange will take on these terms or override them.

Synonym:

Model-Generated Definition:

A kind of financial future standardized terms set.

interest rate observable

Definition:

Synonym:

Model-Generated Definition:

A kind of rate based observable. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

interest rate option

Definition: An option on some underlying interest rate. If the option is exercised, delivery is in the frorm of the corresponding interest rate future.

Synonym:

Model-Generated Definition:

A kind of option contract on futures. A valid occurrence satisfies the following necessary condition:

interest rate option strike terms set

Definition: Terms for the exercise of the Interest Rate Option.

Synonym:

Model-Generated Definition:

A kind of option exercise time terms set. A valid occurrence satisfies the following necessary condition:

interest rate stream event

Definition:

Synonym:

Model-Generated Definition:

A kind of swap stream event.

interest rate swap

Definition: a swap in which the underlier for one or both legs is an interest rate

Synonym:

Model-Generated Definition:

A kind of interest rate derivative instrument and swap that can be recognized when an occurrence meets the following condition:

A valid occurrence satisfies the following necessary condition:

interest rate swap stream terms

Definition: the components specifiying an interest rate stream, including both a parametric and cashflow representation for the stream of payments

Synonym:

Model-Generated Definition:

A kind of swap leg that can be recognized when an occurrence meets the following condition:

A valid occurrence satisfies the following necessary conditions:

interest rate timed value (please review)

Definition: The quoted value of the interest rate at the specified time and date. Term agreed; name changed from Interest Rate Value.

Synonym:

Model-Generated Definition:

A kind of market parameter timed value (please review). A valid occurrence may have the following properties:

interest rate treatment

Definition:

Synonym:

Model-Generated Definition:

interest s t r i p

Definition: A Debt Instrument which consists of the interest component alone, of a Debt Security.

Synonym:

Model-Generated Definition:

A kind of s t r i p. A valid occurrence may have the following properties:

internal rate of return

Definition: The discount rate that results in a Net Present Value of zero for a series of future cash flows.

Synonym:

Model-Generated Definition:

A kind of analytical information. A valid occurrence may have the following properties:

internal value determination

Definition:

Synonym:

Model-Generated Definition:

internally determined price spread

Definition: The spread determined internally within the organisation from information available at their own trading desks. Further Notes Internal prices within a bank would be determined by surveying their own traders. So e.g. corporate desk trades these 30 bonds, get the daily spreads on those at the end of the day and calculate the price. The traders determine the pricing during the based on market movements. (this is all for OTC traded bonds, not exchange traded bonds).

Synonym:

Model-Generated Definition:

A kind of debt price spread.

international depositary receipt

Definition: Certificate which represent ownership of an underlying Equity.

Synonym:

Model-Generated Definition:

A kind of equity instrument and exchange traded security. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

international electronic funds transfer service

Definition: an electronic funds transfer (EFT) service involving the transfer of funds across national borders, that may also involve currency conversion

Synonym: international wire transfer

Model-Generated Definition:

A kind of electronic funds transfer service and foreign exchange service.

international law

Definition: The set of rules generally regarded and accepted as binding in relations between states and nations.

Synonym:

Model-Generated Definition:

A kind of body of law.

International Money Market (IMM) Australian Dollar (AUD) trading date rule

Definition: a trading date rule defined as the last trading day of an Australian Stock Exchange (ASX) 90-Day Bank Accepted Futures and Options product, one Sydney business day preceding the second Friday of the relevant settlement month

Synonym:

Model-Generated Definition:

A kind of trading date rule.

International Money Market (IMM) Canadian Dollar (CAD) trading date rule

Definition: a trading date rule defined as the last trading day / expiration day of the Canadian Derivatives Exchange (Bourse do Montreal Inc.), three month Bankers' Acceptance Futures (Ticker symbol BAX), the second London banking day prior to the third Wednesday of the contract month

Synonym:

Model-Generated Definition:

A kind of trading date rule.

International Money Market (IMM) New Zealand Dollar (NZD) trading date rule

Definition: a trading date rule defined as the last trading day of an Australian Stock Exchange (ASX) New Zealand (NZ) 90-Day Bank Accepted Futures and Options product, the first Wednesday after the ninth day of the relevant settlement month

Synonym:

Model-Generated Definition:

A kind of trading date rule.

International Money Market (IMM) settlement date rule

Definition: a settlement date rule as defined in the International Money Market (IMM) settlement dates calendar

Synonym:

Model-Generated Definition:

A kind of settlement date rule.

international securities identification number

Definition: a security identifier that is defined as specified in ISO 6166, Securities and related financial instruments -- International securities identification numbering system (ISIN)

Synonym:

Model-Generated Definition:

A kind of security identifier. A valid occurrence may have the following properties:

international securities identification numbering scheme

Definition: a formal definition of the structure and application of a ISINs as defined in ISO 6166

Synonym:

Model-Generated Definition:

A kind of registration scheme and security identification scheme. A valid occurrence may have the following properties:

interpolated price

Definition: A price determined by interpolation between available price figures, using some algorithm or curve.

Synonym:

Model-Generated Definition:

A kind of derived price.

interval

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

intra day price

Definition:

Synonym:

Model-Generated Definition:

A kind of security price.

inverse floater tranche

Definition:

Synonym:

Model-Generated Definition:

A kind of floater tranche.

investment account

Definition: an account that provides a record of deposits of funds and/or securities held at a financial institution

Synonym:

Model-Generated Definition:

A kind of investment or deposit account. A valid occurrence satisfies the following necessary conditions:

investment advisor

Definition: The party that provides investment guidance at a fee. Definition origin:EFAMA DD

Synonym:

Model-Generated Definition:

A kind of funds processing party. A valid occurrence satisfies the following necessary condition:

investment bank

Definition: a financial service provider that performs a variety of services. Investment banks specialize in large and complex financial transactions such as underwriting, acting as an intermediary between a securities issuer and the investing public, facilitating mergers and other corporate reorganizations, and acting as a broker and/or financial adviser for institutional clients.

Synonym:

Model-Generated Definition:

A kind of business and financial institution.

investment capital

Definition: Capital employed for some investment purpose Editorial Note: In one sense, all capital is by definition employed for some investment purpose and this is the meaning of capital. However, this model expresses the concept of capital at two levels of relative use: 1. Capital as an economic resource (something which can be seen to be of come value because it may be put to some purpose ("Capital") 2. Capital when described from the perspective of being used for the purposes for which capital is intended, i.e. investment (whether by a speculative investor, or from the perspective of an entrepreneur as in capitlizing an endeavor). This is given the label "Investment Capital" In day to day usage the word "Capital" ranges across both meanings.

Synonym:

Model-Generated Definition:

A kind of purposive amount. A valid occurrence satisfies the following necessary conditions:

investment company

Definition: Any issuer which: (a) is or holds itself out as being engaged primarily, or proposes to engage primarily, in the business of investing, reinvesting, or trading in securities; (b) is engaged or proposes to engage in the business of issuing face-amount certificates of the installment type, or has been engaged in such business and has any such certificate outstanding; or (c) is engaged or proposes to engage in the business of investing, reinvesting, owning, holding, or trading in securities, and owns or proposes to acquire investment securities having a value exceeding 40 per centum of the value of such issuer's total assets (exclusive of Government securities and cash items) on an unconsolidated basis

Synonym:

Model-Generated Definition:

A kind of non-depository institution.

investment credit rating

Definition: The creditworthiness of an investment as determined by a Ratings Agency. Further notes: Anything can be bought and sold can have a rating. Credit rating can be assigned to an instrument, an organization, even a person. The rating is assigned to any kind of instrument that the organization etc. issues. Use Wikipedia credit rating definition Long term, short term and generic ratings The rating differentiates between short and long term (not sure about generic). In all systems these are differentiated. This relates to how long the holder might hold the thing. Or does it? The agencies offer two different servies and you pay 2 different fees for short and long. ACTION: to find The codes themselves are different. So it's not AAA etc. for short term it's something else. so the thing we've been thinking about is actually long term ratings.

Synonym:

Model-Generated Definition:

A kind of credit rating and published information. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

investment equity

Definition: equity that represents an ownership interest in some entity, but may or may not take the form of stockholder's equity

Synonym:

Model-Generated Definition:

A kind of equity. A valid occurrence satisfies the following necessary condition:

investment firm

Definition: any legal person whose regular occupation or business is the provision of one or more investment services to third parties and/or the performance of one or more investment activities on a professional basis

Synonym:

Model-Generated Definition:

A kind of credit institution or investment firm.

investment goal

Definition: A goal for which is to be achieved by investments within an investment institution.

Synonym:

Model-Generated Definition:

A kind of business goal.

investment home loan (please review)

Definition: A loan for a second or subsequent property which is taken out for investment purposes.

Synonym:

Model-Generated Definition:

A kind of mortgage loan (please review).

investment home loan contract (please review)

Definition: A loan for a second or subsequent property which is taken out for investment purposes.

Synonym:

Model-Generated Definition:

A kind of mortgage loan contract (please review).

Investment Mortgage

Definition:

Synonym:

Model-Generated Definition:

A kind of mortgage loan purpose.

investment or deposit account

Definition: an account associated with a product or service that requires the account holder to provide funds for management by the account provider

Synonym:

Model-Generated Definition:

A kind of financial service account.

investment portfolio

Definition: An account containing a number of financial instruments along with cash positions in one or more currencies.

Synonym:

Model-Generated Definition:

A kind of account. A valid occurrence satisfies the following necessary conditions:

investment purpose

Definition:

Synonym:

Model-Generated Definition:

A kind of purpose.

investment regulatory law

Definition: A body of law dealing with investment regulation.

Synonym:

Model-Generated Definition:

A kind of statute law.

investment regulatory requirement

Definition: A requirement laid down in law for investment regulation.

Synonym:

Model-Generated Definition:

A kind of regulatory requirement. A valid occurrence satisfies the following necessary condition:

investment restriction

Definition: Restrictions applicable to a financial instrument as provided for in a body of Law.

Synonym:

Model-Generated Definition:

A kind of legal restriction. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

investment service

Definition: a financial service designed to assist investors in using capital to create more money, either through income-producing vehicles or through more risk-oriented ventures to result in capital gains, including but not limited to providing investment advice, asset and portfolio management, brokerage services, and so forth

Synonym:

Model-Generated Definition:

A kind of financial service.

investment strategy

Definition: A plan, method, or series of maneuvers or stratagems for obtaining a specific investment goal.

Synonym:

Model-Generated Definition:

A kind of business strategy. A valid occurrence satisfies the following necessary condition:

investment-based de facto control

Definition: Control which arises through some investment in some entity, other than as the holding of constitutional equity (shares etc.) in that entity.

Synonym:

Model-Generated Definition:

A kind of de facto control. A valid occurrence may have the following properties:

investment-based de facto controlling interest party

Definition: A party which exercises some degree of de facto control based on some investment which they hold in the entity.

Synonym:

Model-Generated Definition:

A kind of de facto controlling interest party and investor. A valid occurrence satisfies the following necessary condition:

investor

Definition: a party that owns some stake in some organization by way of investment

Synonym:

Model-Generated Definition:

A kind of entity owner. A valid occurrence satisfies the following necessary condition:

investor contract

Definition: Contract setting out the terms under which some investor invests in the entity and setting out the rights which are conferred on that investor.

Synonym:

Model-Generated Definition:

A kind of written contract. A valid occurrence satisfies the following necessary condition:

investor domicile type

Definition:

Synonym:

Model-Generated Definition:

investor type

Definition:

Synonym:

Model-Generated Definition:

investors' domicile restriction

Definition: a legal holding restriction that specifies where holders of a security may be domiciled

Synonym:

Model-Generated Definition:

A kind of legal holding restriction.

ISDA calculation period

Definition:

Synonym:

Model-Generated Definition:

A kind of date period.

ISDA calculation period length

Definition:

Synonym:

Model-Generated Definition:

A kind of explicit duration.

ISDA FpML non-rolling date

Definition:

Synonym:

Model-Generated Definition:

A kind of explicit date.

ISDA FpML parametric schedule

Definition:

Synonym:

Model-Generated Definition:

A kind of regular schedule.

ISDA FpML scheduled event date

Definition:

Synonym:

Model-Generated Definition:

A kind of date.

ISDA FpML stub period

Definition:

Synonym:

Model-Generated Definition:

A kind of schedule stub.

ISDA rule determined date

Definition:

Synonym:

Model-Generated Definition:

A kind of calculated date.

issue credit rating

Definition: The creditworthiness of the overall issue as determined by a Ratings Agency.

Synonym:

Model-Generated Definition:

A kind of investment credit rating. A valid occurrence satisfies the following necessary condition:

issued

Definition: The security has been issued into the secondary market.

Synonym:

Model-Generated Definition:

A kind of security lifecycle status.

issued and securitized agency mortage pool

Definition: An agency mortgage pool which has been securitized as part of an agency Mortgage Backed Security.

Synonym:

Model-Generated Definition:

A kind of agency mortgage pool. A valid occurrence satisfies the following necessary condition:

issued and securitized non agency mortgage pool

Definition: A non agency mortgage pool which has been securitized as part of a tranched Mortgage Backed Security.

Synonym:

Model-Generated Definition:

A kind of non agency mortgage pool. A valid occurrence satisfies the following necessary condition:

issued and securitized pool of individual debts

Definition: A pool of individual debts (such as loans or mortgages) which is securitized as part of the issue of some security.

Synonym:

Model-Generated Definition:

A kind of pool of individual debts. A valid occurrence satisfies the following necessary condition:

issued debt

Definition: debt that is set out by the borrower in some form of financial security in which the lender is the holder or counterparty of that security

Synonym:

Model-Generated Definition:

A kind of debt. A valid occurrence may have the following properties:

issued equity

Definition: externally-held stockholders equity that may be transferred from one party to another

Synonym:

Model-Generated Definition:

A kind of stockholders' equity.

issuer

Definition: any party who issues (or proposes to issue, in a formal filing) any financial instrument, where a party can be a natural person, company, government, or political subdivision, agency, or instrumentality of a government

Synonym:

Model-Generated Definition:

A kind of contract originator. A valid occurrence satisfies the following necessary conditions:

issuer credit rating

Definition:

Synonym:

Model-Generated Definition:

A kind of investment credit rating.

issuer identification number

Definition: a numbering system that allows a credit, debit, or other card to be identified as having been issued by a particular financial institution

Synonym:

Model-Generated Definition:

A kind of registry identifier. A valid occurrence satisfies the following necessary condition:

issuers option call

Definition:

Synonym:

Model-Generated Definition:

A kind of partial call allocation.

J
japanese compound yield calculation method

Definition: No definition in selection list.

Synonym:

Model-Generated Definition:

A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:

japanese simple yield calculation method

Definition: No definition.Term put here from memory. 02 Dec changed from Japanese Yield to Japanese Simple Yield. note hat Japanese Compound yield also here (from FIBIM or anothe rlist, added 25 nov with the rest).

Synonym:

Model-Generated Definition:

A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:

JapaneseYenLIBOR

Definition:

Synonym:

Model-Generated Definition:

A kind of London Interbank Offered Rate.

joint borrower (please review)

Definition: Any additional borrower(s) whose name(s) appear on loan documents and whose income and credit history are used to qualify for the loan. Under this arrangement, all parties involved have an obligation to repay the loan. For mortgages, the names of applicable joint borrowers also appear on the property's title.

Synonym:

Model-Generated Definition:

A kind of loan borrower.

joint controlling party

Definition: Some group of entities which collectively are able to direct the affairs of some business organization

Synonym:

Model-Generated Definition:

A kind of entity controlling party. A valid occurrence may have the following properties:

joint guaranty

Definition: Guaranty provided by two or more parties jointly and severally.

Synonym:

Model-Generated Definition:

A kind of guaranty. A valid occurrence satisfies the following necessary condition:

joint stock company

Definition: 1. In the UK, the original (17th century) name for a corporation in which the liability of the owners is limited to the nominal value of the stock (shares) held by them.
2. In the US, a corporation with unlimited liability for the shareholders. Investors in a US joint stock company receive stock (shares) which can be transferred, and can elect a board of directors, but are jointly-and-severally liable for companys debts and obligations. A US joint stock company cannot hold title to a real property.

Synonym:

Model-Generated Definition:

A kind of stock corporation.

joint venture

Definition: A formal venture between two or more business entities

Synonym:

Model-Generated Definition:

A kind of formally constituted organization. A valid occurrence may have the following properties:

joint venture partner

Definition: a party in the role of joint venture partner to some venture

Synonym:

Model-Generated Definition:

A kind of entity controlling party.

judiciary

Definition: a branch of government that comprises the system of courts that interprets and applies the law in the name of the supranational, national, federal, or regional government, depending on its jurisdiction

Synonym:

Model-Generated Definition:

A kind of branch of government. A valid occurrence satisfies the following necessary condition:

jump z trigger event

Definition: The event which triggers the Jump Z

Synonym:

Model-Generated Definition:

A kind of trigger event.

jump z trigger event reversal

Definition: The reversal of the event which triggers the Jump Z

Synonym:

Model-Generated Definition:

A kind of trigger event. A valid occurrence satisfies the following necessary condition:

junior

Definition:

Synonym:

Model-Generated Definition:

A kind of Seniority.

junior equity

Definition: The most junior class of equity issued by a company. On the event of the company being wound up, holders of this class of equity have a call on the assets of the company only after the more senior classes of equity.

Synonym:

Model-Generated Definition:

A kind of shareholder equity. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

junior equity priority terms set

Definition: The precise terms which define the seniority of this class of Equity. This is equity which has the lowest call on the assets of the issuer in the event of it being wound up, i.e. after Senior Equity and (if issued) other classes of equity.

Synonym:

Model-Generated Definition:

A kind of equity priority terms.

juridical person

Definition: an entity, as a firm, that is not a single natural person, as a human being, authorized by law with duties and rights, recognized as a legal authority having a distinct identity, a legal personality

Synonym:

  • artificial person
  • juristic person
  • juridical entity

Model-Generated Definition:

A kind of formal organization and legal entity.

jurisdiction

Definition: the limits or territory within which authority may be exercised; the power, right, or authority to interpret and apply the law

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

jurisdiction strategy

Definition: Strategy which is jurisdiction based.

Synonym:

Model-Generated Definition:

A kind of fund portfolio investment limitations. A valid occurrence satisfies the following necessary condition:

K
kassa

Definition: Official declared price.

Synonym:

Model-Generated Definition:

A kind of closing price determination method.

key rate duration

Definition:

Synonym:

Model-Generated Definition:

A kind of duration analytic.

knock in

Definition: An option which comes into existence if the knock-in event happens. It works exactly the reverse of a knock-out. In a knock-in, an option comes into existence if a certain level is hit.

Synonym:

Model-Generated Definition:

A kind of option feature.

knock out

Definition: An option which ceases to exist if the knock-out event occurs. A knock out happens when a particular level is hit (like the Swiss franc touching the level of 1.10 against the dollar), when the option ceases to exist.

Synonym:

Model-Generated Definition:

A kind of option feature.

known calendar duration

Definition: A duration defined as a known number of calendar days.

Synonym:

Model-Generated Definition:

A kind of known duration. A valid occurrence satisfies the following necessary condition:

known date

Definition: A date which is explicitly known i.e. a calendar date.

Synonym:

Model-Generated Definition:

A kind of date and known temporal thing. A valid occurrence satisfies the following necessary condition:

known date duration

Definition:

Synonym:

Model-Generated Definition:

A kind of known calendar duration. A valid occurrence satisfies the following necessary condition:

known date offset

Definition:

Synonym:

Model-Generated Definition:

A kind of known time offset. A valid occurrence satisfies the following necessary condition:

known duration

Definition: The specification of a period of time. This is denominated in time units but is not a Date Time and so is not defined using "Time" or "Date". Instead it uses Temporal Units

Synonym:

Model-Generated Definition:

A kind of duration and known temporal thing. A valid occurrence satisfies the following necessary condition:

known temporal entity

Definition:

Synonym:

Model-Generated Definition:

A kind of known temporal thing and temporal entity. A valid occurrence satisfies the following necessary condition:

known temporal thing

Definition:

Synonym:

Model-Generated Definition:

A kind of temporal thing. A valid occurrence satisfies the following necessary condition:

known time offset

Definition:

Synonym:

Model-Generated Definition:

A kind of known temporal thing and time offset. A valid occurrence satisfies the following necessary condition:

L
l p n terms

Definition: The terms of the LPN contract which define the facliity.

Synonym:

Model-Generated Definition:

A kind of contractual commitment. A valid occurrence satisfies the following necessary condition:

labor productivity, based on gross output

Definition: a ratio of a quantity index of gross output to a quantity index of labor input

Synonym:

Model-Generated Definition:

A kind of productivity.

labor productivity, based on value added

Definition: a ratio of a quantity index of value added to a quantity index of labor input

Synonym:

Model-Generated Definition:

A kind of productivity.

land parcel

Definition: Some parcel or subdivision of land.

Synonym:

Model-Generated Definition:

A kind of geophysical location.

last price

Definition: The last (or most recent) valuation. This is an actual trade price not a derived price MDDL

Synonym:

Model-Generated Definition:

A kind of equity exchange published price. A valid occurrence may have the following properties:

last regular coupon date

Definition: The scheduled date of the last regular coupon payment, that is the last of the payments that are made according to a regular repeating series of coupon periods, before any non standard (long or short) last coupon period in the schedule.

Synonym:

Model-Generated Definition:

A kind of contractually determined date.

law

Definition: a system of rules and guidelines which are enforced through social institutions to govern behavior

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

lead manager

Definition: The manager of the syndicated loan is the party whic horganizes the potential lenders into a syndicate and arranges the details of the or any potential loan.

Synonym:

Model-Generated Definition:

ledger account

Definition:

Synonym:

Model-Generated Definition:

A kind of account. A valid occurrence satisfies the following necessary conditions:

ledger balance

Definition:

Synonym:

Model-Generated Definition:

A kind of balance.

legal agent

Definition: any party that has been legally empowered to act on behalf of another party

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

legal capacity

Definition: the capacity to carry out certain actions or to have certain rights

Synonym:

Model-Generated Definition:

A kind of legal construct. A valid occurrence may have the following properties:

legal construct

Definition: something which is conferred by way of law or contract, such as a right

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

legal document

Definition: a written or printed paper that bears the original, official, or legal form of something and can be used to furnish decisive evidence or information

Synonym:

Model-Generated Definition:

A kind of document.

legal entity

Definition: a partnership, corporation, or other organization having the capacity to negotiate contracts, assume financial obligations, and pay off debts, organized under the laws of some jurisdiction

Synonym:

Model-Generated Definition:

A kind of legal person. A valid occurrence satisfies the following necessary conditions:

legal entity identifier

Definition: an organization identifier that uniquely identifies a legal entity as defined in ISO 17442

Synonym:

Model-Generated Definition:

A kind of organization identifier. A valid occurrence satisfies the following necessary condition:

legal entity identifier scheme

Definition: the scheme that defines the LEI

Synonym:

Model-Generated Definition:

A kind of organization identification scheme. A valid occurrence may have the following properties:

legal holding restriction

Definition: a security restriction applicable to holding the security

Synonym:

Model-Generated Definition:

A kind of securities restriction.

legal name

Definition: The full legal name of an entity.

Synonym:

Model-Generated Definition:

A kind of name. A valid occurrence may have the following properties:

legal obligation

Definition:

Synonym:

Model-Generated Definition:

A kind of contingent obligation. A valid occurrence satisfies the following necessary condition:

legal person

Definition: any entity which can incur legal obligation and can be sued at law

Synonym:

Model-Generated Definition:

A kind of autonomous agent. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

legal proceeding (please review)

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

legal proceeding status (please review)

Definition: The status of some legal proceeding at some point in time.

Synonym:

Model-Generated Definition:

A kind of status. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

legal proceedings status selection

Definition: The status of any legal proceedings.

Synonym:

Model-Generated Definition:

legal restriction (from package /Release/Securities/Securities/SecuritiesRestrictions/legal restriction)

Definition: a securities restriction that is mandated by law or regulation

Synonym:

Model-Generated Definition:

A kind of securities restriction. A valid occurrence may have the following properties:

legal restriction (from package /Informative/Foundations/Law Ext/RegulatoryRestrictions/legal restriction)

Definition: A Restriction defined in a body of Law.

Synonym:

Model-Generated Definition:

A kind of restriction. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

legal right

Definition: A right conferred by some law.

Synonym:

Model-Generated Definition:

A kind of contingent right. A valid occurrence satisfies the following necessary condition:

legal swap option

Definition: The option, that is the right but not the obligation, to enter into a Swap transaction at some time in the future under terms defined in the Swaption contract.

Synonym:

Model-Generated Definition:

A kind of contractual option. A valid occurrence may have the following properties:

legal system

Definition: Legal regimen of a country consisting of (1) a written or oral constitution, (2) primary legislation (statutes) enacted by the legislative body established by the constitution, (3) subsidiary legislation (bylaws) made by person or bodies authorized by the primary legislation to do so, (4) customs applied by the courts on the basis of traditional practices, and (5) principles or practices of civil, common, Roman, or other code of law.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

legally capable adult

Definition: a person who has attained the age of majority as defined by given jurisdiction and is allowed to conduct a business or any other occupation on his or her own behalf or for their own account

Synonym:

Model-Generated Definition:

A kind of adult.

legally capable person

Definition: a person who is allowed to conduct a business or any other occupation on his or her own behalf or for their own account

Synonym:

Model-Generated Definition:

legally delegated authority

Definition: a party having some legal control of some entity

Synonym:

Model-Generated Definition:

A kind of controlling party. A valid occurrence may have the following properties:

legally deliverable location

Definition: An address which is considered suitable for service of legal documents.

Synonym:

Model-Generated Definition:

A kind of physical location. A valid occurrence satisfies the following necessary condition:

legally incorporated foundation

Definition: A foundation with independent legal personhood.

Synonym:

Model-Generated Definition:

A kind of corporation and foundation.

legally incorporated partnership

Definition: Any partnership which is defined as a legal person within a given jurisdiction, for example a limited liability partnership (if that is a legal person).

Synonym:

Model-Generated Definition:

A kind of corporation and partnership. A valid occurrence satisfies the following necessary condition:

legally incorporated partnership member

Definition: a party that is a member or partner in a legally incorporated partnership such as an LLC or LLP

Synonym:

Model-Generated Definition:

A kind of partner. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

legislature

Definition: the law-making body of a political unit, usually a national government, that has power to enact, amend, and repeal public policy

Synonym:

Model-Generated Definition:

A kind of branch of government.

legitimate organization

Definition: An organization that exists to serve some lawful purpose

Synonym:

Model-Generated Definition:

A kind of organization.

lender (from package /Release/Financial Business And Commerce/Debt And Equities/Debt/lender)

Definition: a party that extends credit or money to a borrower with the expectation of being repaid, usually with interest

Synonym:

Model-Generated Definition:

A kind of contract party and creditor. A valid occurrence satisfies the following necessary conditions:

lender (from package /Provisional/Securities/Debt/Debt Foundations/DebtFinance/lender)

Definition:

Synonym:

Model-Generated Definition:

A kind of creditor. A valid occurrence satisfies the following necessary condition:

lender lien position

Definition: a category indicating whether the lender has the primary lien position

Synonym:

Model-Generated Definition:

A kind of classifier.

lender right (please review)

Definition: Rights on the lender to protect them against loss. furthe rNtoes: Logically, considering the two parties, they both have protecxtion mechanisms. so while the lender has protecxtion mechanisms through mortgage insurance, and the consumer has protextion mechanisms such as good faith estimates. also the agencies (see Consumer Protection Agency), an instance of which is the CFPB in the US (just set up). Lender rights are: - expressed in the Contract Consumer protection develops becaues the contract is written by the potential Lender. So the rights are introcued to rectify the imbalance between the two parties. Same goes for insurance. consumer protection laws (governe dby the relevant consumer protection agency. So the lender protexts itself as it writes th contract AND does the things it needs to do to protext itself, but on the approval process, and with later instruments such as insurance. Interestingly., it is the Borrower who pays for this by paying for credit reports etc. So the borrower protects itself by other mechanisms. Caveat emptor - displaced by regulation (the buyer is protected by regulation). Uberimae Fidae - in the utmost good faith. Mortgage Insurance is an additional means of mitigating the risk, that the lended may have., so if the information assessed is not accurate, or if the borrower's situation changes for the worse. then the risk rating may go down. So the Mortgage Insurance is a further strategy which mitigates any shortfall in the Lender Righrs that you may have - ie someone guarantees. In the US you can also avoid that by having paid a deposit. PIMI: Principal, Interst and Morgage Insurance. So the Borrower pays towards the MI, esxcept if they have paid a given amount as deposit. there are 2 types of MI: 1. protects the lender in the event of borrower degault 2. Insurance for "Incapacity to pay the mortage" (these can be bought off the shelf - can combine health, unemployment etc.). - this is the Borrower mitigating their own risk. Prevents foreclosure. Similar to general sickness etc. Where the lender charges for MI, the cost is passed onto the Borrower. e.g. if there is a % valuation (e.g. 70% in Aus, 80% in US for example) then no insurance is required.

Synonym:

Model-Generated Definition:

lending commitment

Definition: Some commitment to enter into some lending arrangement at some point in the future.

Synonym:

Model-Generated Definition:

A kind of contractual commitment.

lending goal

Definition: Reasons for extending loans and credit, i.e. the organisation has a goal to create capital growth by extending credit or making loans.

Synonym:

Model-Generated Definition:

A kind of investment goal.

Length

Definition:

Synonym:

Model-Generated Definition:

A kind of Dimension.

letter of credit

Definition: A letter from a bank or other creditworthy institution setting out the holder's ability to access credit.

Synonym:

Model-Generated Definition:

A kind of written information. A valid occurrence satisfies the following necessary condition:

letter of credit guaranty

Definition: Guaranty takes the form of a letter of credit, ie, a document issued by a bank guaranteeing the payment up to a stated amount for a specified period.

Synonym:

Model-Generated Definition:

A kind of guaranty. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

letter of credit issuer

Definition: The party which issues a Letter of Credit.

Synonym:

Model-Generated Definition:

A kind of party in role.

liability

Definition:

Synonym:

Model-Generated Definition:

liability apportionment terms set

Definition: Terms setting out the apportionment of liabilities for debts or other liabilities accrued by some formal business organization.

Synonym:

Model-Generated Definition:

A kind of contract terms set.

liability capacity

Definition: the ability to be sued at law

Synonym:

Model-Generated Definition:

A kind of legal capacity. A valid occurrence may have the following properties:

liability repurchase agreement

Definition:

Synonym:

Model-Generated Definition:

A kind of repurchase agreement. A valid occurrence satisfies the following necessary condition:

LIBOR overnight rate

Definition:

Synonym:

Model-Generated Definition:

A kind of London Interbank Offered Rate and overnight rate.

license (from package /Release/Foundations/Law/LegalCapacity/license)

Definition: grant of permission needed to do something

Synonym:

Model-Generated Definition:

A kind of agreement. A valid occurrence satisfies the following necessary condition:

license (from package /Informative/Foundations/Agreements Ext/ContractsIllustrative/license)

Definition: A contract conferring certain rights and obligations on the holder of the contract (the licensee) who is generally unknown to the license issuer (the licensor).

Synonym:

Model-Generated Definition:

A kind of transferable contract. A valid occurrence satisfies the following necessary conditions:

license identifier

Definition: an identifier associated with a license

Synonym:

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

licensed agent

Definition: any individual who is licensed to perform a legally binding function, and who has been legally empowered to act on behalf of another party

Synonym:

Model-Generated Definition:

A kind of legal agent, licensee, and responsible party.

licensee (from package /Release/Foundations/Law/LegalCapacity/licensee)

Definition: a party to whom a license has been granted

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

licensee (from package /Informative/Foundations/Agreements Ext/ContractsIllustrative/licensee)

Definition: The holder of a license such as a software license.

Synonym:

Model-Generated Definition:

A kind of transferable contract holder.

licensor (from package /Release/Foundations/Law/LegalCapacity/licensor)

Definition: a party who grants a license

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary conditions:

licensor (from package /Informative/Foundations/Agreements Ext/ContractsIllustrative/licensor)

Definition: The issuer of a license such as a software llicense.

Synonym:

Model-Generated Definition:

A kind of contract originator.

lien guaranty

Definition: Guaranty takes the form of a lien, that is a creditor's claim against property, eg, a mortgage is a lien against a house.

Synonym:

Model-Generated Definition:

A kind of guaranty. A valid occurrence satisfies the following necessary condition:

life analytic

Definition: Some measure of the life of a security, other than the actual time to maturity itself. This is a derived figure, based on certain parameters as appropriate to that type of instrument, to give a figure that is equivalent to and similar to the basic maturity of the instrument, for the purposes of analysing that security.

Synonym:

Model-Generated Definition:

A kind of debt instrument analytical parameter.

limited controlling party

Definition: Some individual entity which is able to direct the affairs of some business organization to a specific degree.

Synonym:

Model-Generated Definition:

A kind of entity controlling party. A valid occurrence satisfies the following necessary condition:

limited de facto control

Definition: The ability to direct the affairs of some entity within prescribed limits. Those limits are described in terms of activities which the entity holding such control may cause the controlled entity to carry out.

Synonym:

Model-Generated Definition:

A kind of de facto control. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

limited guaranty (please review)

Definition: A guaranty which is given up to a given amount or proportion of the loan. Generally specified as a monetary amount and is specified by the lender, so the bank may say 75% of valuation and they only have 60% of valuation available, to an additional limited guaranty would cover the missing 15% up to the point where the primary borrower's equity would meet the standard conditions of the loan. At that point the limited guaranty ceases.

Synonym:

Model-Generated Definition:

A kind of guaranty. A valid occurrence may have the following properties:

limited partner

Definition: A partner in a partnership whose liabilities are limited to the extent of their equity holding or guarantees

Synonym:

Model-Generated Definition:

A kind of partner. A valid occurrence satisfies the following necessary condition:

limited partner equity

Definition: equity in a partnership held by limited partners; this is not accompanied by any liability capability on the part of the holders of this equity.

Synonym:

Model-Generated Definition:

A kind of issued equity and partnership equity.

limited partnership unit

Definition: A limited partnership is a form of partnership similar to a general partnership, except that in addition to one or more general partners (GPs) there are one or more limited partners (LPs).

Synonym:

Model-Generated Definition:

A kind of transferable contract. A valid occurrence satisfies the following necessary conditions:

limited partnership unit restriction

Definition: Restrictions on ownership or transfer of the Units.

Synonym:

Model-Generated Definition:

A kind of security contractual restriction. A valid occurrence may have the following properties:

limited tax general obligation bond

Definition: A limited-tax general obligation pledge asks the issuing local government to raise property taxes if necessary to meet existing debt service obligations. However, this increase is bounded by a statutory limit. With limited-tax general obligation pledges, governments can still use a part of already-levied property taxes, use another stream of income, or raise property taxes to an amount equating to existing debt service payments to answer its debt obligations.

Synonym:

Model-Generated Definition:

A kind of general obligation municipal bond.

line item

Definition: a description of a product or service including its unit cost, number of units and total cost

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Line Item

Definition:

Synonym:

Model-Generated Definition:

A kind of specification.

line item

Definition:

Synonym:

Model-Generated Definition:

A kind of specification.

linear payout commitment

Definition: The commitment to pay out on a straight vanilla option.

Synonym:

Model-Generated Definition:

A kind of option payout commitment.

linear payout terms set

Definition: Terms governing the payment commitment on a vanilla option.

Synonym:

Model-Generated Definition:

A kind of option payout terms set. A valid occurrence satisfies the following necessary condition:

liquidity

Definition: Precise definition needed for liquidity, and check that it is modeled accordingly.

Synonym:

Model-Generated Definition:

A kind of asset. A valid occurrence satisfies the following necessary condition:

listed bond

Definition: A security that is a bond and is traded on an exchange.

Synonym:

Model-Generated Definition:

A kind of bond and exchange traded security. A valid occurrence satisfies the following necessary condition:

listed securities composite market

Definition: A Market defined as being a number of exchanges or trading venues in a particular marketplace or area.

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

listed security

Definition: a registered security listed on a specific exchange

Synonym:

Model-Generated Definition:

A kind of registered security. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

listed security identifier

Definition: a security identifier issued in the public domain and referred to in listings and other relevant publications

Synonym:

Model-Generated Definition:

A kind of security identifier. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

listino

Definition: only associated with a closing price

Synonym:

Model-Generated Definition:

A kind of closing price determination method.

litigation capacity

Definition: the legal capacity to pursue a litigation action in law

Synonym:

Model-Generated Definition:

A kind of legal capacity.

loan age

Definition: The age of the loan.

Synonym:

Model-Generated Definition:

loan applicant

Definition:

Synonym:

Model-Generated Definition:

A kind of applicant. A valid occurrence satisfies the following necessary condition:

loan application (from package /Provisional/Loans/Loan Contracts/LoanCore/loan application)

Definition: a request by a potential borrower to a potential lender to borrow money containing information used to decide whether to grant the loan

Synonym:

Model-Generated Definition:

A kind of application. A valid occurrence satisfies the following necessary conditions:

loan application (from package /Provisional/Market Data/Loans Temporal/LoanApplicationsTemporal/loan application)

Definition: A loan which is being applied for and has not yet been disbursed.

Synonym:

Model-Generated Definition:

A kind of application information. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

loan application at agreement stage

Definition:

Synonym:

Model-Generated Definition:

A kind of loan application status.

loan application at disbursement stage

Definition:

Synonym:

Model-Generated Definition:

A kind of loan application status.

loan application borrower assessment information

Definition: Information about the borrower in relation to the loan. Specifically this is a bundle of information whose purpose is to identify the borrower and to assess their ability to pay (credit worthiness etc.)

Synonym:

Model-Generated Definition:

A kind of information. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

loan application phase

Definition:

Synonym:

Model-Generated Definition:

A kind of phase.

loan application status

Definition:

Synonym:

Model-Generated Definition:

A kind of status.

loan appraiser

Definition: That party which appraises the borrower for the purposes of the loan.

Synonym:

Model-Generated Definition:

A kind of loan third party (please review).

loan arrears status (please review)

Definition: Arrears describes the whole period where a loan is either delinquent or in default. [mixed bag of types of Status] formerly Loan Status. Now: The status of arrears performance at any given time in the life of the loan (e.g. present, series of dated past values).

Synonym:

Model-Generated Definition:

A kind of loan payment status (please review) and loan snapshot or status (please review). A valid occurrence may have the following properties:

loan at application stage

Definition:

Synonym:

Model-Generated Definition:

A kind of loan application status.

loan balance (please review)

Definition: The outstanding balance on a loan at a particular point in time.

Synonym:

Model-Generated Definition:

A kind of dated balance. A valid occurrence may have the following properties:

loan balance determination (please review)

Definition:

Synonym:

Model-Generated Definition:

loan balance record (please review)

Definition:

Synonym:

Model-Generated Definition:

loan borrower

Definition: The Borrower of the Loan. This is the party which draws down the offered credit in the form of a loan under conditions agreed in the Loan Contract to which the Borrower is party.

Synonym:

Model-Generated Definition:

A kind of borrower, contract counterparty, and loan party. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

loan borrower commitment

Definition: The commitment of a given borrower to be a borrower and to repay this loan.

Synonym:

Model-Generated Definition:

A kind of contractually conferred commitment. A valid occurrence may have the following properties:

loan collateral (please review)

Definition: Assets pledged to a lender until a loan is repaid. Further notes: This provides one means by which some extension of finance (such as a loan, debt or equity issue) is under-written. PoC equivalent term definition and note: Collateral is property collateral or additional collateral associated with a loan or mortgage loan (PoC data note) There are foreign key attributes of collateral coupling it to collateral provider and to loan.

Synonym:

Model-Generated Definition:

A kind of collateral. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

loan collateral agreement (please review)

Definition: Contract in which the borrower of a collateralized securied loan agrees the terms on which the collateral is made available to the Lender.

Synonym:

Model-Generated Definition:

A kind of written contract.

loan conditions

Definition: Conditions which must be met by the Borrower during the course of the loan. Breach of these conditions will have predetermined consequences.

Synonym:

Model-Generated Definition:

A kind of debt terms.

loan contract (from package /Provisional/Loans/Loan Contracts/LoanCore/loan contract)

Definition: an agreement whereby one party extends money or credit to another party with the agreement that the borrowed money will be repaid according to specific terms

Synonym:

Model-Generated Definition:

A kind of credit agreement and written contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

loan contract (from package /Provisional/Loans/Loans/LoanBasicTerms/loan contract)

Definition: The Contract which embodies a loan from one party (the Lender) to another party (the Borrower).

Synonym:

Model-Generated Definition:

A kind of mutual contractual agreement and written contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

loan default proceeding (please review)

Definition: [no definition] Further Review This is typically part of mortgagte servicing. THere would typically be a whole department dealing with this. Dealing with default, helping borrowers make payment Collections Default admin Foreclosure Reselling All dealt with by several sub departments. This requires subject matter experts in this area. 1. scoping Identify default as a possible state. This hands off to other business processes. Once you get into the default scenario we are talking about a proces that is going to fall into place over a period of time. The bank works out what to do with the default scenario, e.g. whether it restructures, forecloses, seeks restitution from the security (collateral). It does nto help us to understand the structure of the loan, rather tha consequences of the loan. If we were to further explore the default detail we would bring in other SMEs. And we would have to model a process flow. 1.1 impact on the pool of an MBS Loan Default Proceeding (special ase of legal thing) is an aspect of Default Management / Administratoin. there is also the State of the Loan. Sale / something / fulfilment / fiunduing / approved = servicing mode. Something happens (non payment) => Default Grace Period followed by negotiation. Some threshold whereby after a given amount of delinquency it needs to go into some other process moving towards foreclosure. Do State Diagram. Stages of loan.

Synonym:

Model-Generated Definition:

A kind of legal proceeding (please review) and value changing activity (please review). A valid occurrence may have the following properties:

loan default proceeding status (please review)

Definition: The status of loan default legal proceeding at some point in time.

Synonym:

Model-Generated Definition:

A kind of legal proceeding status (please review). A valid occurrence satisfies the following necessary condition:

loan determiner (please review)

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

loan drawdown

Definition: An amount of money, drawn down by one party (the borrower) from a credit tranche made available by another party (the lender) at a specific point in time. Formal terms for the loan are defined in a Loan Contract.

Synonym:

Model-Generated Definition:

A kind of debt finance. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

loan early prepayment hard penalty terms

Definition: Early repayment penalty in the event of the loan being paid off without any refinancing with the same lender.

Synonym:

Model-Generated Definition:

A kind of loan early prepayment terms. A valid occurrence may have the following properties:

loan early prepayment soft penalty terms

Definition: Early repayment penalty in the event of the loan being paid off in order to refinance with the same lender.

Synonym:

Model-Generated Definition:

A kind of loan early prepayment terms. A valid occurrence may have the following properties:

loan early prepayment terms

Definition: Terms governing the prepayment in full of a loan early in the life of that loan.

Synonym:

Model-Generated Definition:

A kind of loan prepayment terms set. A valid occurrence may have the following properties:

loan fixed interest payment terms

Definition:

Synonym:

Model-Generated Definition:

A kind of loan interest payment terms.

loan floating interest payment terms set

Definition:

Synonym:

Model-Generated Definition:

A kind of loan interest payment terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

loan guarantor (please review)

Definition: Guarantor, that is the party which provides some guaranty for the loan.

Synonym:

Model-Generated Definition:

A kind of contract guarantor and loan third party (please review). A valid occurrence may have the following properties:

loan guaranty (please review)

Definition: A guaranty given by some party in respect of some loan.

Synonym:

Model-Generated Definition:

A kind of guaranty. A valid occurrence satisfies the following necessary condition:

loan identification scheme

Definition: A scheme for formal identification of loans. Further notes: May be a published, public scheme or an internal scheme. MAy not be a database-specific key.

Synonym:

Model-Generated Definition:

A kind of identification scheme.

loan identifier

Definition: A formal identification code allocated to loans.

Synonym:

Model-Generated Definition:

A kind of identifier.

loan interest payment commitment

Definition: A commitment by the borrower of a loan to pay interest on that loan or on amounts of that loan.

Synonym:

Model-Generated Definition:

A kind of loan borrower commitment. A valid occurrence satisfies the following necessary condition:

loan interest payment terms

Definition: Contractual terms governing the payment of interest on the loan.

Synonym:

Model-Generated Definition:

A kind of interest payment terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

loan interest rate (please review)

Definition: This is also a timed variable with a present value and a time series of past values. What is it? A record of the rates that may have been charged in a variable rate loan. Therefore, this variable is the "Interest Rate" of the loan. It is a "Dated Parameter" - dates are taken care of in the upper mode of Variable Parameters.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

loan lender (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of contract principal, lender, and loan party.

loan lifecycle status

Definition:

Synonym:

Model-Generated Definition:

A kind of status. A valid occurrence may have the following properties:

loan m i g provider party (please review)

Definition: Mortgage Indemnity Guaranty (MIG) provider. Further notes: SME Review notes 16 Sept: Guaranty - mortgage insurance e.g. insure up to 80% exposure. When you get into indemnification, then for instance if the product doesn't meet the investor's requirement such that if it doesn't get paid then the lender steps in and takes the hit for the loan - this is usually a precondition for securitizing (issuing) the loan in a pool. If the loan is not going to be sold on the secondary market there would be no need to indemnify that loan so this term would not apply. Indemnification is insurance for the investor, while the lender is the one providing that indemnification.

Synonym:

Model-Generated Definition:

A kind of contract guarantor and loan third party (please review).

loan market category

Definition: a category indicating the market domain in which the loan product is offered

Synonym:

Model-Generated Definition:

A kind of industry sector classifier.

loan maturity

Definition: THe length of time from the present until the loan or mortgage matures, that is the date when the last of the principal is paid off along with all interest.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

loan offer

Definition: a generic loan product offered to the public, or a specific offer tailored to particular circumstances aimed at one potential borrower

Synonym:

Model-Generated Definition:

A kind of offering. A valid occurrence satisfies the following necessary conditions:

loan ongoing prepayment terms

Definition: Terms governing prepayments of the principal on a loan by the borrower throughout the life of the loan.

Synonym:

Model-Generated Definition:

A kind of loan prepayment terms set. A valid occurrence may have the following properties:

loan or credit account

Definition: an account associated with a service in which the account holder receives funds from the account provider under certain terms and conditions for repayment

Synonym:

Model-Generated Definition:

A kind of financial service account.

loan originator

Definition: The party which finds the lender for the loan, for the borrower.

Synonym:

Model-Generated Definition:

A kind of loan third party (please review). A valid occurrence may have the following properties:

Definition:

Synonym:

Model-Generated Definition:

A kind of loan phase.

loan participation note facility

Definition: A facility formed as part of a LPN which can be drawn down by the borrower.

Synonym:

Model-Generated Definition:

A kind of credit facility tranche. A valid occurrence satisfies the following necessary conditions:

loan participation note syndicate member

Definition:

Synonym:

Model-Generated Definition:

loan party

Definition: A Party to the Loan.

Synonym:

Model-Generated Definition:

A kind of party in role.

loan payment (please review)

Definition: Add in here the terms on payment history related terms which are in the "Loan Contract" set.

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

loan payment schedule

Definition: The schedule for payments made by the borrower.

Synonym:

Model-Generated Definition:

loan payment status (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of status. A valid occurrence may have the following properties:

loan performance status (please review)

Definition: The current performance of the loan, as one of a list of possible statuses.

Synonym:

Model-Generated Definition:

A kind of loan snapshot or status (please review). A valid occurrence may have the following properties:

loan performance status selection (please review)

Definition:

Synonym:

Model-Generated Definition:

loan phase

Definition:

Synonym:

Model-Generated Definition:

A kind of phase.

loan pool

Definition: A number of loans, combined into a single pool and used as an asset.

Synonym:

Model-Generated Definition:

A kind of pool of individual debts. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

loan pool analytic

Definition: A measure of some aspect of a pool of loans.

Synonym:

Model-Generated Definition:

A kind of debt pool analytical parameter.

loan pool constituent

Definition: A loan constituent of a Loan Pool.

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

loan pool prepayment model

Definition: Model of the prepayments of loans in a pool of individual loans, such as a mortgage pool or loan pool.

Synonym:

Model-Generated Definition:

A kind of analytics calculation model. A valid occurrence satisfies the following necessary condition:

loan precedent conditions

Definition: Conditions which must be met before a loan may be approved.

Synonym:

Model-Generated Definition:

A kind of credit agremeent terms set.

loan prepayment formula

Definition: The formula which embodies the model for loan pool prepayment speed.

Synonym:

Model-Generated Definition:

A kind of formula.

loan prepayment status (please review)

Definition: Information about prepayments of the loan, at a given point in time.

Synonym:

Model-Generated Definition:

A kind of loan snapshot or status (please review). A valid occurrence may have the following properties:

loan prepayment terms set

Definition: Terms governing prepayments of the principal on a loan by the borrower.

Synonym:

Model-Generated Definition:

A kind of loan principal repayment terms.

loan principal repayment commitment

Definition: A commitment by a borrower to repay the principal on a loan under the terms described.

Synonym:

Model-Generated Definition:

A kind of loan borrower commitment. A valid occurrence satisfies the following necessary condition:

loan principal repayment terms

Definition: Terms governing the repayment of principal of the loan.

Synonym:

Model-Generated Definition:

A kind of principal repayment terms. A valid occurrence may have the following properties:

loan product (from package /Provisional/Loans/Loan Contracts/LoanCore/loan product)

Definition: a type of loan that a borrower may acquire from a lending institution with specific characteristics and terms

Synonym:

Model-Generated Definition:

A kind of financial product.

loan product (from package /Provisional/Loans/Loan Types/LoanProducts/loan product)

Definition: A pre-packed business offering, which can be instantiated as a Loan, in which the lender would lend an amount of money to a potential customer under agreed terms, which terms would be a formal contract expressing the terms defined in this Product and any other terms agreed bilaterally between the parties when the Product is instantiated.

Synonym:

Model-Generated Definition:

A kind of financial product. A valid occurrence satisfies the following necessary conditions:

loan product disclosure right (please review)

Definition: Right to fair representation of the facts about Loan products before entrering into agreements for same.

Synonym:

Model-Generated Definition:

A kind of product disclosure right (please review).

loan product representations (please review)

Definition: Representations about the loan product and the appropriateness of this for the borrower.

Synonym:

Model-Generated Definition:

A kind of representation (please review). A valid occurrence satisfies the following necessary condition:

loan property collateral (please review)

Definition: Property Assets pledged to a lender until a loan is repaid. Further notes: This provides one means by which some extension of finance (such as a loan, debt or equity issue) is under-written.

Synonym:

Model-Generated Definition:

A kind of loan collateral (please review). A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

loan purpose

Definition: A selection of different types of loan purpose, being the purpose for which and manner in which loan (credit) draw-down amounts are to be used. This shows the purpose for which credit is to be used, and implies certain kinds of fact that relate to that specific type of loan e.g. mortgages. These are also identified as tranche types in tranches of a credit facility.

Synonym:

Model-Generated Definition:

A kind of purpose.

loan rate determination (please review)

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

loan regulatory requirement (please review)

Definition: A regulatory requirement defined in regulations by a comsumer credit act or other legislation.

Synonym:

Model-Generated Definition:

A kind of regulatory requirement. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

loan retained amount

Definition: Retained amount, an amount the Issuer will be obliged to fund to the borrower at a later date, for example construction deposit.

Synonym:

Model-Generated Definition:

A kind of monetary amount. A valid occurrence may have the following properties:

loan securitization method

Definition:

Synonym:

Model-Generated Definition:

A kind of method.

loan servicer (please review)

Definition: The party which is the Loan Servicer. Further notes: The Loan Servicer may be the original lender or it may be someone else. For instance, if the bank is sold by Bank A, it may be given to some third party for servicing. Servicing is either done by the original lender or by someone else. Idea: Look at a data model from one of the main agencies. See Fannie Mae enterprise common data model. In progress. More precise definition needed for what it is to service a loan, i.e. what activities this party participates in and what facts apply. Some of these are defined in the facts which are emerging from these reviews. There seem to be several functions which may or may not be combined.

Synonym:

Model-Generated Definition:

A kind of loan third party (please review).

loan snapshot or status (please review)

Definition: Information applicable to a loan at a given date.

Synonym:

Model-Generated Definition:

A kind of status. A valid occurrence may have the following properties:

loan standardization documentation

Definition: Very specific categorization of documentation obtained by the lender at the time of origination to qualify a borrower. Documentation Types vary from lender to lender and need to be completely understood. takes a code list in the data world see eg S&P codes of these. not exhaustive? example tax returns etc. categorize as hi low or medium type of doc risk there are also 'no doc' mtges

Synonym:

Model-Generated Definition:

A kind of written information. A valid occurrence may have the following properties:

loan status (please review)

Definition: Statuses which occur for a period of time, relating to a loan.

Synonym:

Model-Generated Definition:

A kind of status.

loan termination provisions

Definition:

Synonym:

Model-Generated Definition:

A kind of termination provisions. A valid occurrence may have the following properties:

loan third party (please review)

Definition: A party which, by virtue of being a third party to the Loan Contract, performs some role directly in relation to the Loan.

Synonym:

Model-Generated Definition:

A kind of contract third party and loan party.

loan to value ratio (please review)

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

loan variable interest payment terms

Definition:

Synonym:

Model-Generated Definition:

A kind of loan interest payment terms. A valid occurrence may have the following properties:

LoanDocumentRiskLevel (please review)

Definition:

Synonym:

Model-Generated Definition:

LoanStandarizationDocumentType (please review)

Definition: Financial Institution defined categorization of documentation type. This is interpreted from information provided by the seller on both the data file and in their underwriting quidelines. See attached Translation tables. needs work These are (from CDDOCTYPE enumeration in MAT-CODES): Unknown Other Full Full or Alternate Alternative Lite Low - ACTION make sure this isn't Risk Level in other list Limited Reduced Partial Streamline No Documentation No Ratio No Income Verifier No Income Qualifier Stated Documentation ACTION: Make sure these are all mutually exclusive, then implement as selection list entries.

Synonym:

Model-Generated Definition:

local firm

Definition: a firm dealing for its own account on markets in financial futures or options or other derivatives and on cash markets for the sole purpose of hedging positions on derivatives markets, or dealing for the accounts of other members of those markets and being guaranteed by clearing members of the same markets, where responsibility for ensuring the performance of contracts entered into by such a firm is assumed by clearing members of the same markets

Synonym:

Model-Generated Definition:

A kind of brokerage firm and credit institution or investment firm.

locally defined credit basket

Definition: A basket of securities and/or reference entities monitored for credit purposes.

Synonym:

Model-Generated Definition:

A kind of basket.

locally derived price

Definition: A price derived locally from information supplied by a market data vendor such as an end of day spread.

Synonym:

Model-Generated Definition:

A kind of derived price.

location

Definition: Anything that can be defined as the answer to a question of the form, Where is...?

Synonym:

Model-Generated Definition:

London Interbank Offered Rate

Definition: a benchmark interbank offered rate that the most creditworthy international banks charge each other for large, short-term loans

Synonym:

Model-Generated Definition:

A kind of interbank offered rate.

long term debt

Definition:

Synonym:

Model-Generated Definition:

A kind of debt.

long term equity option

Definition: An option whose contract expires at a date longer than one year. Also known as long-term equity anticipation securities (LEAPS). From Investopedia: These options are called long-term equity anticipation securities (LEAPS). By providing opportunities to control and manage risk or even to speculate, LEAPS are virtually identical to regular options. LEAPS, however, provide these opportunities for much longer periods of time. Although they are not available on all stocks, LEAPS are available on most widely held issues.

Synonym:

Model-Generated Definition:

A kind of equity option. A valid occurrence satisfies the following necessary condition:

lookback formula expression

Definition: An expression of a lookback formula

Synonym:

Model-Generated Definition:

A kind of formula expression.

lookback observable value

Definition:

Synonym:

Model-Generated Definition:

A kind of past value.

lookback observable value at maturity

Definition:

Synonym:

Model-Generated Definition:

A kind of lookback observable value.

lookback observable value during lookback period

Definition:

Synonym:

Model-Generated Definition:

A kind of lookback observable value.

lookback strike observable

Definition: The agreed parameter which is used in the formula for fixed OR floating lookback.

Synonym:

Model-Generated Definition:

A kind of observable underlier. A valid occurrence satisfies the following necessary condition:

lookback strike terms set

Definition: Strike terms in which the value of some observed variable (the underlying) is looked back at during some period, typically a period ending in the maturity of the Option, and the payoff is determined by comparing the agreed strike with the value of this variable.

Synonym:

Model-Generated Definition:

A kind of option strike terms set. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

loss given default

Definition: The loss given some default.

Synonym:

Model-Generated Definition:

A kind of impact.

lottery call

Definition:

Synonym:

Model-Generated Definition:

A kind of partial call allocation.

low price

Definition: The lowest valuation over the period specified. Possibly but not necessarily based on a trade. Determined by the trading venue as to whether it's based on a trade or an offer. this can be regarded as a derived price. Price is based on a riule whil will cause one to pick a certain price type.

Synonym:

Model-Generated Definition:

A kind of equity exchange published price. A valid occurrence may have the following properties:

M
m b s deal

Definition: The issue of a series of Mortgage Backed Security certificates.

Synonym:

Model-Generated Definition:

A kind of pool backed securities deal. A valid occurrence satisfies the following necessary condition:

m b s deal prospectus

Definition: Prospectus describing the terms of the issue and each of the instruments included in the mortgage backed security issue. Term origin:SMER

Synonym:

Model-Generated Definition:

A kind of pool backed deal prospectus.

m b s factor

Definition:

Synonym:

Model-Generated Definition:

m b s instrument slice

Definition: A holding of an individual slice or slices of a tranche.

Synonym:

Model-Generated Definition:

A kind of security holding. A valid occurrence satisfies the following necessary condition:

m b s issuer

Definition: The issuer of a Mortgage Backed Security.

Synonym:

Model-Generated Definition:

A kind of pool backed security issuer. A valid occurrence satisfies the following necessary condition:

m b s pool

Definition: A pool investment consisting of a collection of MBS instruments.

Synonym:

Model-Generated Definition:

A kind of cash structured finance instrument pool.

m b s tranche note

Definition: An individual note of a tranche.

Synonym:

Model-Generated Definition:

A kind of security note (please review). A valid occurrence may have the following properties:

m t n issue

Definition:

Synonym:

Model-Generated Definition:

A kind of bond offer issue.

m t n offer program

Definition: A program of offerings of Medium Term Note debt securities. This is a set of issues where the maturity is defined after the rest of the terms have been registered with some authority. These are registered up front so that then the company wants to borrow more money they don't have to go through the registration period but have the facility up front to issue another security.

Synonym:

Model-Generated Definition:

A kind of bond issuance program. A valid occurrence satisfies the following necessary condition:

MacCaulays Duration Analytic

Definition:

Synonym:

Model-Generated Definition:

A kind of duration analytic. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

majority controlling party

Definition:

Synonym:

Model-Generated Definition:

A kind of sole controlling party.

make whole call

Definition:

Synonym:

Model-Generated Definition:

A kind of entire call. A valid occurrence may have the following properties:

make whole feature

Definition: a call provision allowing the issuer to pay off remaining debt early

Synonym: make whole provision

Model-Generated Definition:

A kind of call feature.

managed c d o

Definition: A CDO where the reference assets are bought (the portfolio is ramped up) and then the CDO manager may alter the portfolio as they see fit.

Synonym:

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary conditions:

managed c d o portfolio

Definition: A portfolio where the reference assets of the CDO are bought (the portfolio is ramped up) and then the CDO manager may alter the portfolio as they see fit.

Synonym:

Model-Generated Definition:

A kind of c d o portfolio.

managed interest rate

Definition: a variable interest rate charged by a financial institution for borrowing that is not prescribed as a margin over base rate but is set from time to time by the institution

Synonym:

Model-Generated Definition:

A kind of variable interest rate. A valid occurrence satisfies the following necessary condition:

managed management style

Definition:

Synonym:

Model-Generated Definition:

A kind of c d o management style.

management company

Definition: Any investment company that sells and manages a portfolio of securities other than a face-amount certificate company or unit investment fund.

Synonym:

Model-Generated Definition:

A kind of investment company.

mandatory sinking fund description

Definition: Terms relating to a Mandatory Sinking Fund call of the issue.

Synonym:

Model-Generated Definition:

A kind of bond amortization payment terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

mandatory sinking fund schedule

Definition:

Synonym:

Model-Generated Definition:

A kind of schedule.

mandatory sinking fund schedule listing

Definition: A full schedule of dates and payments for a Mandatory Sinking Fund style of Call.

Synonym:

Model-Generated Definition:

A kind of ad hoc schedule and mandatory sinking fund schedule. A valid occurrence satisfies the following necessary condition:

manufactured home legal classification

Definition: a category indicating whether the covered loan is secured by a manufactured home only or with land as well

Synonym:

Model-Generated Definition:

A kind of classifier.

margin

Definition: The parameter of the Expression which is added to the Base to get the Interest amount.

Synonym:

Model-Generated Definition:

A kind of formula argument. A valid occurrence may have the following properties:

margin account

Definition: Account held at a Derivatives Exchange by a participant in that exchange.

Synonym:

Model-Generated Definition:

A kind of account.

marine finance (please review)

Definition: A loan for the purchase of a boat or other vessel.

Synonym:

Model-Generated Definition:

A kind of loan drawdown. A valid occurrence may have the following properties:

marine finance contract (please review)

Definition: Contract embodying the terms under which a loan is advanced for marine finance.

Synonym:

Model-Generated Definition:

A kind of loan contract. A valid occurrence satisfies the following necessary condition:

market

Definition: a market is a venue that allows buyers and sellers of goods, commodities, services, etc. to conduct business, including markets where securities may be traded

Synonym:

Model-Generated Definition:

A kind of venue. A valid occurrence satisfies the following necessary condition:

market basket

Definition: a basket made up of market indices

Synonym:

Model-Generated Definition:

A kind of basket. A valid occurrence satisfies the following necessary condition:

market correlation risk party

Definition: A party which is party to some undue dependency in their market of operation, such as undue reliance of a particular market sector for their economic survival.

Synonym:

Model-Generated Definition:

A kind of party in role.

market data

Definition: Data about financial instruments, that is published and may be used to support decision making or processing of financial instruments. Definition source: own definition.

Synonym:

Model-Generated Definition:

A kind of financial market information.

market data provider

Definition: a publisher that publishes data about the financial markets

Synonym:

Model-Generated Definition:

A kind of financial information publisher. A valid occurrence satisfies the following necessary condition:

market identifier

Definition: identifier or code allocated to places of trade, i.e., stock exchanges, regulated markets, e.g., Electronic Trading Platforms (ECN), and unregulated markets, e.g., Automated Trading Systems (ATS)

Synonym:

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

market investment goal

Definition: A business goal driving investment activities as distinct from day to day commercial trading activities.

Synonym:

Model-Generated Definition:

A kind of investment goal.

market opening price

Definition: The market opening price is the price a broker or someone would refer to at the start of trading.

Synonym:

Model-Generated Definition:

A kind of market price. A valid occurrence may have the following properties:

market opening price type

Definition:

Synonym:

Model-Generated Definition:

A kind of method.

market parameter timed value (please review)

Definition: The actual value (at a point in time) of a parameter.

Synonym:

Model-Generated Definition:

A kind of timed value.

market price

Definition: A price determined about a trading market as a whole.

Synonym:

Model-Generated Definition:

A kind of share price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

market rate

Definition: a measure that is also published financial information providing a rate used to measure market trends for a set of instruments (S&P500, NASDAQ composite, 30 day CD) or that describes the economic climate for an industry (Dow Jones Industrial Average (DJIA), H&Q Growth Technologies) and/or political region (LIBOR, Prime)

Synonym:

Model-Generated Definition:

A kind of published financial information and rate. A valid occurrence may have the following properties:

market spread

Definition: a statistical measure providing the difference (or spread) between two market rates

Synonym:

Model-Generated Definition:

A kind of statistical measure. A valid occurrence satisfies the following necessary condition:

market transaction

Definition: Any transaction which defines a supply of some negotiable item in return for some Consideration. The Market Transaction has a Principal and a Counterparty, i.e. it is not symmetrical.

Synonym:

Model-Generated Definition:

A kind of economic transaction. A valid occurrence satisfies the following necessary conditions:

market transaction invoicing terms

Definition:

Synonym:

Model-Generated Definition:

A kind of economic contract commitment.

market transaction payment terms

Definition:

Synonym:

Model-Generated Definition:

A kind of economic contract commitment. A valid occurrence satisfies the following necessary condition:

market value c d o

Definition:

Synonym:

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

market value structure

Definition:

Synonym:

Model-Generated Definition:

A kind of c d o cashflow treatment structure.

marketable service

Definition:

Synonym:

Model-Generated Definition:

A kind of bundle of resources and occurrent thing. A valid occurrence satisfies the following necessary condition:

  • at least one occurrence of service.
Mass

Definition:

Synonym:

Model-Generated Definition:

A kind of Dimension.

master agreement

Definition: A legal contract which is deemed to apply to a number of future activities between the parties thereto and having force over future agreements or contracts to be brought into effect between those parties.

Synonym:

Model-Generated Definition:

A kind of written contract. A valid occurrence satisfies the following necessary conditions:

master agreement account change notification obligation

Definition: The obligtation to notify the counterparty to this agreement, of any changes in account details.

Synonym:

Model-Generated Definition:

A kind of master agreement change notification obligation. A valid occurrence may have the following properties:

master agreement change notification obligation

Definition: The obligtaion to notify the counterparty to this agreement, of any changes in details.

Synonym:

Model-Generated Definition:

A kind of o t c derivatives master agreement obligation. A valid occurrence may have the following properties:

master agreement early termination provisions

Definition: Terms and Conditions around early termination of the Master Agreement.

Synonym:

Model-Generated Definition:

A kind of o t c master agreement termination provisions. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

master agreement obligation

Definition: Obligation set out in some Master Agreement.

Synonym:

Model-Generated Definition:

A kind of contractual obligation.

master confirmation valuation time terms set

Definition: Formal terms specifying the time for Valuation of Equity Underlying.

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

master credit facility

Definition: A pool of credit facilities is combined into a Master Credit Facility for more efficient management of credit.

Synonym:

Model-Generated Definition:

A kind of collection. A valid occurrence satisfies the following necessary condition:

material amount

Definition: A qualified amount of some continuous substance or some thing measured in units. Material Amount is always qualified by some unit in which the substance is measured.

Synonym:

Model-Generated Definition:

A kind of numeric amount. A valid occurrence satisfies the following necessary conditions:

mathematical curve

Definition:

Synonym:

Model-Generated Definition:

A kind of mathematical surface.

mathematical expression

Definition: Some expression of some mathematical quantity or quantities.

Synonym:

Model-Generated Definition:

A kind of mathematical thing.

mathematical model

Definition: A model for determining one or more parameters or the behaviour of parameters with respect to one another.

Synonym:

Model-Generated Definition:

A kind of mathematical expression.

mathematical quantity

Definition: Some mathematical quantity which is to be expressed in some way. This is not itself an expression.

Synonym:

Model-Generated Definition:

A kind of parametric thing. A valid occurrence satisfies the following necessary condition:

mathematical surface

Definition:

Synonym:

Model-Generated Definition:

A kind of mathematical model.

mathematical thing

Definition: A Mathematical Thing is something in the universe of mathematics. That is, something that is a parameter (mathematical quantity) or something that is used to express that parameter, such as a value or components of a formula.

Synonym:

Model-Generated Definition:

maturity

Definition: The period remaining until an instrument reaches the end of its life.

Synonym:

Model-Generated Definition:

A kind of timed parameter. A valid occurrence may have the following properties:

maturity equivalent p s a

Definition: Prepayment speed that results in the same average life as that computed for the Collateralized Mortgage Obligation (CMO), Asset Backed Securities (ABS) or Mortgage Backed Securities (MBS) using the Maturity Prepay Model.

Synonym:

Model-Generated Definition:

A kind of prepayment speed.

maturity extension

Definition: The fact that the underlier fails to make principal payments as expected. Further notes: A credit event. REVIEW: The definition from FpML appears to be a variant on that for Failure To Pay Principal. The definition given here is the definition of a failure to pay principal but the FpML definition for Failure to pay Principal is more detailed. This definition alone does not justify an extension of the maturity. FpML full definition: 'A credit event. Results from the fact that the underlier fails to make principal payments as expected.'

Synonym:

Model-Generated Definition:

A kind of obligation credit event.

Maturity level

Definition:

Synonym:

Model-Generated Definition:

A kind of Concept.

mean

Definition: the most common measure of central tendency, the average of a set of numbers

Synonym:

Model-Generated Definition:

A kind of expression, quantity value, and statistical measure.

mean price determination

Definition: Exchange closing price may take an average (mean) price.

Synonym:

Model-Generated Definition:

A kind of closing price determination method.

measurable asset

Definition: Some asset which is or may be measured monearality in some currency. Editorial Note: This class introduced because the original FIBO model has a property "measured in" (with range of Currency) which is not in FIBO-FND v1.0 and because this lets us use the parent class to define anything as an asset if it is owned whether or not it is measured monetarily. Applications of the concept of Asset to accouting, book-keeping etc where it is measured should use this now term in place of the parent term "Asset". Note also that the moved property "measured in" is an object property, having a range of Currency.

Synonym:

Model-Generated Definition:

A kind of asset. A valid occurrence satisfies the following necessary condition:

Measurable Quantity

Definition:

Synonym:

Model-Generated Definition:

measure (from package /Release/Foundations/Utilities/Analytics/measure)

Definition: an amount or degree of something; the dimensions, capacity, or amount of something ascertained by measuring

Synonym:

Model-Generated Definition:

A kind of reference. A valid occurrence may have the following properties:

measure (from package /Informative/Foundations/MathExt/Amounts/measure)

Definition:

Synonym:

Model-Generated Definition:

A kind of mathematical thing. A valid occurrence satisfies the following necessary conditions:

measured thing

Definition: Any Independent Thing. This is included as a separate term only so that we can refer to the trivial fact that all Independent Things have any number of properties, without cluttering the Independent Thing itself. This is for the modeling of reference entities. Note that the measurable quantity should be replaced with the actual parent property in all cases. DO NOT USE THIS TERM ELSEWHERE

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Measured Value

Definition:

Synonym:

Model-Generated Definition:

A kind of quantity value.

measurement instrument

Definition: An instrument whose purpose is to measure some variable, for example in some physical process.

Synonym:

Model-Generated Definition:

A kind of instrument. A valid occurrence satisfies the following necessary condition:

Measurement Procedure

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

measurement purpose

Definition: The purpose of measuring things.

Synonym:

Model-Generated Definition:

A kind of purpose.

measurement unit

Definition: a quantity, defined and adopted by convention, with which any other quantity of the same kind can be compared to express the ratio of the two quantities as a number

Synonym:

Model-Generated Definition:

Equivalent to Unit.

A kind of quantity. A valid occurrence satisfies the following necessary conditions:

meat commodity

Definition: A commodity which is a kind of meat, such as pork bellies.

Synonym:

Model-Generated Definition:

A kind of agricultural product.

mechanical robot

Definition:

Synonym:

Model-Generated Definition:

A kind of robot.

medium term note

Definition: A Medium Term Note is a Negotiable debt instrument offered under a program agreement through one or more dealers upon request of the Issuer. The Program defines the terms and conditions of the notes. An MTN issue is defined by the fact that the registration doesn't have a pre-defined maturity.

Synonym:

Model-Generated Definition:

A kind of bond.

memorandum

Definition: A semi-formal communication from one party to one or more other parties, communicating some information to them and identifying the fact that this has been communicated.

Synonym:

Model-Generated Definition:

A kind of written communication. A valid occurrence satisfies the following necessary conditions:

merchant

Definition: a business entity engaged in a trading activity

Synonym:

Model-Generated Definition:

A kind of business. A valid occurrence satisfies the following necessary condition:

merchant service

Definition: a financial service provided by a financial institution to a merchant or other business, including but not limited to managing financial transactions via a secure channel

Synonym:

Model-Generated Definition:

A kind of financial service.

message

Definition: Some message communicating something from some party to some other party.

Synonym:

Model-Generated Definition:

A kind of information. A valid occurrence satisfies the following necessary condition:

method

Definition: A way in which something is done.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

metric weight measurement unit

Definition:

Synonym:

Model-Generated Definition:

A kind of bullion measurement unit and unit of mass.

metropolitan statistical area

Definition: one or more adjacent counties or county equivalents that have at least one urban core area of at least 50,000 population, plus adjacent territory that has a high degree of social and economic integration with the core as measured by commuting ties

Synonym:

Model-Generated Definition:

A kind of statistical area.

mezzanine c d o tranche

Definition: The tranche between senior and subordinated. Mezzanine tranches of a CDO issue are typically rated B to BBB.

Synonym:

Model-Generated Definition:

A kind of c d o note. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • seniority any number of values of any type.
mezzanine m b s tranche

Definition: Specific kinds of tranche are modeled for example and investigation only and have been removed from the diagrams. These will be removed from the final model.

Synonym:

Model-Generated Definition:

A kind of tranched m b s instrument. A valid occurrence satisfies the following necessary condition:

micropolitan statistical area

Definition: one or more adjacent counties or county equivalents that have at least one urban core area of at least 10,000 population but less than 50,000, plus adjacent territory that has a high degree of social and economic integration with the core as measured by commuting ties

Synonym:

Model-Generated Definition:

A kind of statistical area.

mid price

Definition: Mid (arithmetic mean) between Bid and Offer (Ask) price. Referred to in Europe not in US. e.g. LSE published a Mid price. Always an exchange that publishes. Question from editor: Can a Mid Price ever be an allotted price? Suspect not. Same question for Dealt Price.

Synonym:

Model-Generated Definition:

A kind of equity exchange published price and price analytic. A valid occurrence satisfies the following necessary conditions:

military person

Definition: a person that is a member of the active duty military

Synonym:

Model-Generated Definition:

A kind of legally capable person.

minimum margin

Definition: The lowest amount an account can reach before needing to be replenished.

Synonym:

Model-Generated Definition:

A kind of futures trading margin.

minor

Definition: a person under a certain age, usually the age of majority in a given jurisdiction, which legally demarcates childhood from adulthood

Synonym:

Model-Generated Definition:

A kind of person.

mixed basket

Definition: a basket that has a mix of constituents, including securities and indices

Synonym:

Model-Generated Definition:

A kind of basket. A valid occurrence satisfies the following necessary condition:

modified duration analytic

Definition: The percentage price change of a security for a given change in yield. The higher the modified duration of a security, the higher its risk. Ad/ModDuration = [duration / {1 + (IRR/M)}]; where IRR is the internal rate of return and M is the number of compounding periods per year.

Synonym:

Model-Generated Definition:

A kind of duration analytic. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

modify convention roll rule

Definition: A rule to apply when the Date Rool Rule results in a specified date falling on a working date in the month or year following the date which was returned before the Date Roll Rule was applied.

Synonym:

Model-Generated Definition:

A kind of date determination reference rule. A valid occurrence may have the following properties:

monetary amount

Definition: the measure which is an amount of money specified in monetary units

Synonym:

Model-Generated Definition:

A kind of monetary measure. A valid occurrence may have the following properties:

monetary authority

Definition: a regulatory agency that controls the monetary policy, regulation and supply of money in some country or group of countries

Synonym:

Model-Generated Definition:

A kind of regulatory agency. A valid occurrence satisfies the following necessary condition:

monetary measure

Definition: some measure of some sum of money

Synonym:

Model-Generated Definition:

A kind of measure.

monetary price

Definition: a price that that is expressed as a monetary amount

Synonym:

Model-Generated Definition:

A kind of monetary amount and price.

Monetary Reference

Definition:

Synonym:

Model-Generated Definition:

A kind of Quantity Reference. A valid occurrence may have the following properties:

Monetary Valuation Procedure

Definition:

Synonym:

Model-Generated Definition:

A kind of Measurement Procedure. A valid occurrence may have the following properties:

money amount

See amount of money.

money market debt instrument

Definition: Money Market Debt Instrument is a kind of short term debt security. This is defined as the logical union of all the securities that are commonly referred to as Money Market instruments.

Synonym:

Model-Generated Definition:

A kind of debt instrument. A valid occurrence may have the following properties:

money market deposit

Definition:

Synonym:

Model-Generated Definition:

A kind of non tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

money market future

Definition: A future instrument where the underlying is a money market instrument.

Synonym:

Model-Generated Definition:

A kind of interest rate future.

money market future standardized terms set

Definition: A set of standard terms for money market futures contracts, as set out by the derivatives exchange. Money Market Futures contracts issued by and traded on that exchange will take on these terms or override them.

Synonym:

Model-Generated Definition:

A kind of interest rate future standardized terms set.

money market future underlying

Definition: The money market instrument which is the underlying of a Money Market Futures contract.

Synonym:

Model-Generated Definition:

A kind of interest rate future debt underlying. A valid occurrence satisfies the following necessary condition:

money market yield

Definition:

Synonym:

Model-Generated Definition:

A kind of interest rate treatment.

money weighted rate of return performance determination method

Definition: Money weighted rate of return.

Synonym:

Model-Generated Definition:

A kind of performance determination method.

month

Definition: A Julian calendar month

Synonym:

Model-Generated Definition:

A kind of calendar temporal unit.

more then one year description

Definition:

Synonym:

Model-Generated Definition:

A kind of year based duration description. A valid occurrence may have the following properties:

mortgage backed security instrument

Definition:

Synonym:

Model-Generated Definition:

A kind of pool backed security instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

mortgage borrower (please review)

Definition:

Synonym:

Model-Generated Definition:

mortgage collateral

Definition: Mortgage Debt Assets pledged to a lender until a loan is repaid. Further notes: This provides one means by which some extension of finance (such as a loan, debt or equity issue) is under-written.

Synonym:

Model-Generated Definition:

A kind of debt collateral.

mortgage debt

Definition: Mortgage debt issued under a Mortgage Backed Security.

Synonym:

Model-Generated Definition:

A kind of collateralized debt.

mortgage indemnity guaranty (please review)

Definition: Mortgage Indemnity Guaranty (MIG).

Synonym:

Model-Generated Definition:

A kind of guaranty. A valid occurrence satisfies the following necessary conditions:

mortgage indemnity insurance policy (please review)

Definition: The physical policy for the Mortgage Indemnity Guaranty.

Synonym:

Model-Generated Definition:

A kind of insurance policy.

mortgage instrument weighted average remaining maturity

Definition: The weighted average of the time until all maturities on mortgages in a mortgage-backed security (MBS). The higher the weighted average to maturity, the longer the mortgages in the security have until maturity.

Synonym:

Model-Generated Definition:

A kind of instrument weighted average remaining maturity. A valid occurrence may have the following properties:

mortgage lender (please review)

Definition:

Synonym:

Model-Generated Definition:

mortgage lending (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of property related activity (please review). A valid occurrence satisfies the following necessary condition:

mortgage loan (please review)

Definition: A loan securitized against some real estate.

Synonym:

Model-Generated Definition:

A kind of collateralized secured loan. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

mortgage loan application

Definition:

Synonym:

Model-Generated Definition:

A kind of loan application. A valid occurrence satisfies the following necessary conditions:

mortgage loan appraiser

Definition: That party which appraises the borrower for the purposes of the loan.

Synonym:

Model-Generated Definition:

A kind of loan appraiser.

mortgage loan borrower assessment information (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of loan application borrower assessment information. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

mortgage loan borrower information (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of loan application borrower assessment information. A valid occurrence may have the following properties:

mortgage loan contract (please review)

Definition: A mortgage loan contract setting out the terms and conditions for a mortgage.

Synonym:

Model-Generated Definition:

A kind of loan contract. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

mortgage loan purpose (from package /Provisional/Loans/Loan Contracts/LoanCore/mortgage loan purpose)

Definition: the purpose for which mortgage loan proceeds will be used, such as real property purchase, dwelling construction, or loan refinancing

Synonym:

Model-Generated Definition:

A kind of classifier.

mortgage loan purpose (from package /Provisional/Loans/Loan Types/MortgageLoans/mortgage loan purpose)

Definition: A purpose for which a Mortgage Loan may be taken out.

Synonym:

Model-Generated Definition:

A kind of loan purpose.

mortgage pool

Definition: A number of mortgages combined into a single pool and used as an asset.

Synonym:

Model-Generated Definition:

A kind of loan pool. A valid occurrence satisfies the following necessary condition:

mortgage pool constituent

Definition: Amortgage defined as a constituent of a Mortgage Pool.

Synonym:

Model-Generated Definition:

A kind of loan pool constituent.

mortgage product (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of loan product. A valid occurrence satisfies the following necessary conditions:

motorhome loan purpose

Definition:

Synonym:

Model-Generated Definition:

A kind of loan purpose.

mportgage loan contract

Definition: a loan contract that is secured by real property

Synonym:

Model-Generated Definition:

A kind of closed end loan contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • comprises at least one occurrence of (Unnamed Class).
Multi Dimensional Property

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

multilateral trading facility

Definition: a trading system that facilitates the exchange of financial instruments between multiple parties

Synonym:

Model-Generated Definition:

A kind of exchange. A valid occurrence may have the following properties:

multiple voting share

Definition: A share which confers upon the holder multiple voting rights.

Synonym:

Model-Generated Definition:

A kind of voting share. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

municipal area

Definition: An area which is identified as a municipality and governed by a municipal government. Scope Note: In most of the world this term or word corresponds to a city area. In the US, municipalities are also identified as coextensive with counties and some other geographical areas.

Synonym:

Model-Generated Definition:

A kind of geopolitical entity. A valid occurrence satisfies the following necessary condition:

municipal bond

Definition: A debt security issued by or on behalf of a state or its political subdivision, or an agency or instrumentality of a state, its political subdivision, or a municipal corporation. Municipal bonds, for example, may be issued by states, cities, counties, special tax districts or special agencies or authorities of state or local governments.

Synonym:

Model-Generated Definition:

A kind of government issued bond and municipal security. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

municipal bond capital type

Definition: the allocation of municipal bond proceeds

Synonym:

Model-Generated Definition:

municipal bond issuance process information

Definition: Information specific to the Issuance of a Municipal Bond.

Synonym:

Model-Generated Definition:

A kind of debt issuance process information. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

municipal bond issue information

Definition: Information about the Issuance of a Municipal Bond, which is maintained throughout the life of the Security.

Synonym:

Model-Generated Definition:

A kind of bond issue information. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

municipal bond refund terms

Definition: terms related to the refunding process of municipal securities

Synonym:

Model-Generated Definition:

municipal debt funds usage

Definition: official statement identifying the application of funds in connection with a new issue of municipal securities

Synonym:

Model-Generated Definition:

municipal debt issuer

Definition: A Municipality, acting in the capacity of an Issuer. The Issuer of a Municipal Debt is a Municipality, which is identified as a State Actor governing on the part of a Municipal Area or City. This is equivalent to a Legal Entity.

Synonym:

Model-Generated Definition:

A kind of Error9 and government debt issuer. A valid occurrence satisfies the following necessary conditions:

municipal debt obligor

Definition: A party having a financial obligation or arrangement to make the payment of all or part of debt service on municipal securities. The obligor is often the issuer but may be a conduit borrower of municipal securities proceeds.

Synonym:

Model-Generated Definition:

A kind of contract third party.

municipal debt remarketing agent

Definition: The municipal securities dealer responsible for reselling to investors securities (such as variable rate demand obligations and other tender option bonds) that have been tendered for purchase by their owner. The remarketing agent also typically is responsible for resetting the interest rate for a variable rate issue and may act as tender agent

Synonym:

Model-Generated Definition:

A kind of contract third party.

municipal entity

Definition:

  • a polity that typically represents a city, township, or other administrative subdivision having corporate status and powers of self-government or jurisdiction
  • Municipal entity in the sense of a legal entity, that is, what it is that incurs debt for a municipality, i.e. the Municipality in the sense of the legal entity, as distinct from the Municipal government. Draft definition: The legal entity which is a city or municipality. This has a Government which sets laws applicable within the geographical area corresponding to this legal entity. It is identified as a legal entity as well as the setter of laws because it is able to incur debt in its own right.

Synonym: municipality

Model-Generated Definition:

A kind of polity. A valid occurrence satisfies the following necessary conditions:

municipal government

Definition: the government of a municipality

Synonym:

Model-Generated Definition:

A kind of government. A valid occurrence satisfies the following necessary condition:

municipal note

Definition: A short-term obligation of an issuer to repay a specified principal amount on a certain date, together with interest at a stated rate, usually payable from a defined source of anticipated revenues. Notes usually mature in one year or less, although notes of longer maturities are also issued.

Synonym:

Model-Generated Definition:

A kind of municipal security.

municipal security

Definition: Municipal Securities is a general term referring to a bond, note, warrant, certificate of participation or other obligation issued by a state or local government or their agencies or authorities (such as cities, towns, villages, counties or special districts or authorities). A prime feature of most municipal securities is that interest or other investment earnings on them are generally excluded from gross income of the bondholder for federal income tax purposes. Some municipal securities are subject to federal income tax, although the issuers or bondholders may receive other federal tax advantages for certain types of taxable municipal securities. Some examples include Build America Bonds, municipal fund securities and direct pay subsidy bonds.

Synonym:

Model-Generated Definition:

A kind of government issued debt security. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

municipal trustee

Definition: A financial institution with trust powers, designated by the issuer or borrower, that acts, pursuant to a bond contract, in a fiduciary capacity for the benefit of the bondholders in enforcing the terms of the bond contract. In many cases, the trustee also acts as custodian, paying agent, registrar and/or transfer agent for the bonds

Synonym:

Model-Generated Definition:

A kind of contract third party.

municipality

Definition: an urban administrative division having corporate status and usually powers of self-government or jurisdiction

Synonym:

Model-Generated Definition:

A kind of geopolitical entity.

mutual agreement

Definition: an agreement between two or more specific named parties. The rights and obligations pertaining to either party cannot be transferred to another party without prior agreement

Synonym:

Model-Generated Definition:

A kind of agreement. A valid occurrence satisfies the following necessary condition:

mutual commitment

Definition: A commitment between two or more parties

Synonym:

Model-Generated Definition:

A kind of commitment.

mutual contractual agreement

Definition: a contract between two or more specific named parties; the rights and obligations pertaining to either party cannot be transferred to another party without prior written permission or a change to the contract itself

Synonym: bilateral contract

Model-Generated Definition:

A kind of contract and mutual agreement. A valid occurrence satisfies the following necessary condition:

mutual savings bank

Definition: a financial institution that accepts deposits primarily from individuals and places a large portion of its funds into mortgage loans

Synonym:

Model-Generated Definition:

A kind of savings bank.

N
name

Definition: Some text or sounds by which an autonomous entity may be known and which is used to refer to it.

Synonym:

Model-Generated Definition:

A kind of information. A valid occurrence may have the following properties:

national bank

Definition: a commercial bank whose charter is approved by the Office of the Comptroller of the Currency (OCC) rather than by a state banking department

Synonym:

Model-Generated Definition:

A kind of commercial bank, Federal Reserve System (FRS) member bank, and U.S. bank.

national government

Definition: a government and the politicians that that run a country as a whole (as opposed to local government)

Synonym:

Model-Generated Definition:

A kind of government. A valid occurrence satisfies the following necessary condition:

national identification number

Definition: a number or text which appears on an identity document issued by a country or jurisdiction

Synonym: national identity number

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary conditions:

National Information Center (NIC) registry entry

Definition: an entry in the the National Information Center (NIC) repository, a repository of financial data and institution characteristics collected by the Federal Reserve System

Synonym:

Model-Generated Definition:

A kind of registry entry. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

national numbering agency

Definition: a registration authority responsible for issuing and managing National Securities Identifying Numbers for securities in accordance with the ISO 6166 standard in some jurisdiction (typically that of a country)

Synonym:

Model-Generated Definition:

A kind of registration authority. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

national numbering agency registry entry

Definition: an entry in a National Securities Identifying Number registry

Synonym:

Model-Generated Definition:

A kind of registry entry. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

National Securities Identifying Number

Definition: a generic, nine-digit alpha numeric code which identifies a fungible security, assigned by a national numbering agency under the ISO 6166 standard

Synonym:

Model-Generated Definition:

A kind of security identifier. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

National Securities Identifying Number registry

Definition: a registry used by a national numbering agency to manage the financial instrument identifiers and related information that it registers

Synonym:

Model-Generated Definition:

A kind of registry. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

national security identification scheme

Definition: a security identification scheme, defining the format and structure of a National Securities Identifying Number (NSIN), published nationally on behalf of a country

Synonym:

Model-Generated Definition:

A kind of registration scheme and security identification scheme. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Nationwide Mortgage Licensing System and Registry Identifier

Definition: the number permanently assigned by the Nationwide Mortgage Licensing System and Registry (NMLS) for each company, branch, and individual that maintains a single account on NMLS.

Synonym:

Model-Generated Definition:

A kind of license identifier.

native yield

Definition: The yield of the security as determined using the Yield Calculation Method that is the default for the market that the security is traded in.

Synonym:

Model-Generated Definition:

A kind of relatively defined debt instrument yield. A valid occurrence satisfies the following necessary condition:

native yield calculation method

Definition: The convention used in the marketplace for that security.

Synonym:

Model-Generated Definition:

A kind of relative yield calculation method. A valid occurrence satisfies the following necessary condition:

natural person

Definition: A person of maturity who in the eyes of the law is able to assume obligations.

Synonym:

Model-Generated Definition:

A kind of adult and legal person.

natural person limited partner

Definition: A limited partner in a partnership, who is and may only be a Natural Person i.e. a human being.

Synonym:

Model-Generated Definition:

A kind of limited partner. A valid occurrence satisfies the following necessary condition:

negative integer value

Definition:

Synonym:

Model-Generated Definition:

A kind of numeric value.

negative pledge

Definition: Guaranty whereby the issuer will not pledge any assets if doing so would result in less security for the investors.

Synonym:

Model-Generated Definition:

A kind of guaranty.

negotiable cash

Definition:

Synonym:

Model-Generated Definition:

A kind of economic resource. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

negotiable commodity (from package /Informative/Foundations/ProductsAndServicesExt/Products And Services Extensions/negotiable commodity)

Definition:

Synonym:

Model-Generated Definition:

A kind of economic resource. A valid occurrence may have the following properties:

negotiable commodity (from package /Release/Foundations/Products And Services/ProductsAndServices/negotiable commodity)

Definition: a commodity that can be bought or sold in some marketplace

Synonym:

Model-Generated Definition:

A kind of commodity.

neighborhood

Definition: Some residential area.

Synonym:

Model-Generated Definition:

A kind of geophysical location.

neighborhood subdivision

Definition: A block or subdivision within some residential area, commonly designated sa such for the purposes of addressing and containing within it some streets and / or residential blocks.

Synonym:

Model-Generated Definition:

A kind of geophysical location.

net asset value

Definition:

Synonym:

Model-Generated Definition:

A kind of fund price. A valid occurrence may have the following properties:

net asset value calculation method

Definition: Parameters for the calculation of the net asset value for an investment fund/fund class.

Synonym:

Model-Generated Definition:

A kind of method. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

net balance sheet income

Definition:

Synonym:

Model-Generated Definition:

A kind of net income.

net income

Definition:

Synonym:

Model-Generated Definition:

A kind of income.

net sales income

Definition: Profit

Synonym:

Model-Generated Definition:

A kind of net income.

netting terms

Definition: Terms setting out how Netting may or may not take place and the Obligations on each party in respect of that Netting.

Synonym:

Model-Generated Definition:

A kind of o t c master agreement contractual commitment. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

network address

Definition:

Synonym:

Model-Generated Definition:

A kind of address.

network location

Definition: A network address is location in a telecommunications network that may be identified by a network address (an identifier for a node or interface)

Synonym:

Model-Generated Definition:

A kind of virtual location. A valid occurrence satisfies the following necessary condition:

new housing sector

Definition: a classifier for a sector of the economy used for price indices focused on contractors' selling prices of new residential houses, where detailed specifications pertaining to each house remain the same between two consecutive periods

Synonym:

Model-Generated Definition:

A kind of industry sector classifier.

new money purpose

Definition: Securities Issued for new Project or Purpose.

Synonym:

Model-Generated Definition:

A kind of debt issuance purpose.

next call

Definition: The next call of the issue, as at the current time.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

next call date

Definition: The next date on which the issue can be called, from the present date.

Synonym:

Model-Generated Definition:

A kind of known temporal entity.

next put

Definition: The next available put date for the issue, as at the current time.

Synonym:

Model-Generated Definition:

A kind of put of issue.

Definition: Nil paid

Synonym:

Model-Generated Definition:

A kind of security payment status.

non agency i o tranche

Definition: Interest Only tranche, meaning that this tranche will only pay interest.

Synonym:

Model-Generated Definition:

A kind of tranched m b s instrument.

non agency jump tranche

Definition: A tranche where if there is some sort of trigger event reached then the holders of the tranche will begin to receive payments.

Synonym:

Model-Generated Definition:

A kind of tranched m b s instrument. A valid occurrence satisfies the following necessary condition:

non agency jump z tranche

Definition: A Jump Z tranche is like a Z tranche but if there is some sort of trigger event reached then the holders of the Jump Z tranche will begin to receive payments. Regular non-Sticky Jump Z tranches maintain their changed status only while the trigger event is in effect, and revert to their old payment status once the trigger event has passed.

Synonym:

Model-Generated Definition:

A kind of non agency jump tranche and non agency z tranche.

non agency m b s issuer

Definition: A party which is a non agency issuer of MBS securities. The identity of this party may be a bank or a specialist (non agency) mortgage company. Term origin:MBS PoC Reviews

Synonym:

Model-Generated Definition:

A kind of m b s issuer. A valid occurrence satisfies the following necessary condition:

non agency mortgage pool

Definition:

Synonym:

Model-Generated Definition:

A kind of mortgage pool. A valid occurrence satisfies the following necessary conditions:

non agency p o tranche

Definition: Principal Only tranche. This tranche will only pay principal.

Synonym:

Model-Generated Definition:

A kind of tranched m b s instrument.

non agency regular jump z tranche

Definition: Regular non-Sticky Jump Z tranches maintain their changed status only while the trigger event is in effect, and revert to their old payment status once the trigger event has passed.

Synonym:

Model-Generated Definition:

A kind of non agency jump z tranche. A valid occurrence satisfies the following necessary condition:

non agency sticky jump z tranche

Definition: "Sticky" Jump Z tranches maintain the payment priority of a Jump Z tranche until they are retired.

Synonym:

Model-Generated Definition:

A kind of non agency jump z tranche.

non agency z tranche

Definition: A tranche that does not receive payments while other tranches remain.

Synonym:

Model-Generated Definition:

A kind of tranched m b s instrument.

non cash securities delivery

Definition: Delivery is by some other means.

Synonym:

Model-Generated Definition:

A kind of security delivery type (please review).

non cumulative preference share

Definition: Non Cumulative Preference Shares are preference shares where the payment of the fixed dividend, if not made in a given trading year, is not carried forward to the next trading year.

Synonym:

Model-Generated Definition:

A kind of preference share. A valid occurrence may have the following properties:

non defaulting party

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

non European Economic Area branch

Definition: a branch of a credit institution whose Head Office is in a third country

Synonym: non-EEA branch

Model-Generated Definition:

A kind of credit institution.

non human animal

Definition:

Synonym:

Model-Generated Definition:

A kind of autonomous agent.

non participating preference share

Definition: The usual type of preference share, which is not a Participating Preference Share

Synonym:

Model-Generated Definition:

A kind of non participating share and preference share.

non participating share

Definition:

Synonym:

Model-Generated Definition:

A kind of share.

non payment (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of value changing activity (please review). A valid occurrence satisfies the following necessary condition:

non specific address text

Definition:

Synonym:

Model-Generated Definition:

A kind of postal address element. A valid occurrence may have the following properties:

non statutory reporting obligation

Definition:

Synonym:

Model-Generated Definition:

A kind of reporting obligation.

non tradable debt instrument

Definition: a debt instrument that may not be bought or sold

Synonym:

Model-Generated Definition:

A kind of debt instrument, debt instrument, and mutual contractual agreement. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

non tradable debt interest terms

Definition: Terms for payment of interest on debt instruments that are not traded securities, i.e. over the counter, bilateral paper.

Synonym:

Model-Generated Definition:

A kind of interest payment terms. A valid occurrence may have the following properties:

non value changing activity (please review)

Definition:

Synonym:

Model-Generated Definition:

non voting share

Definition:

Synonym:

Model-Generated Definition:

A kind of share. A valid occurrence may have the following properties:

non-binding terms

Definition: contractual commitments that do not have binding legal standing on the issuer or holder

Synonym:

Model-Generated Definition:

A kind of contractual commitment.

non-binding terms set

Definition: terms that do not have binding legal standing on the issuer or holder

Synonym:

Model-Generated Definition:

A kind of contract terms set.

non-depository institution

Definition: any financial institution that acts as the middleman between two parties in a financial transaction, and that does not provide traditional depository services, such as brokerage firms, insurance companies, investment companies, etc.

Synonym:

Model-Generated Definition:

A kind of business and financial institution.

non-depository trust company

Definition: a trust company that accepts and executes trusts, but does not issue currency; non-depository trust companies can either be Federal Reserve Members or Federal Reserve Non-members

Synonym:

Model-Generated Definition:

A kind of non-depository institution.

non-executive board member

Definition: Some person performing the role of a Board Member of a company, and having no executive responsibilities towards the running of the company.

Synonym: outside director

Model-Generated Definition:

A kind of board member.

non-governmental organization

Definition: a not for profit organization that is a citizen-based group that functions independently of government

Synonym:

Model-Generated Definition:

A kind of not for profit organization. A valid occurrence satisfies the following necessary condition:

non-incorporated partnership

Definition: a partnership in which the partners are jointly and severally liable for liabilities incurred by the entity

Synonym:

Model-Generated Definition:

A kind of partnership with general partners.

non-negative integer value

Definition:

Synonym:

Model-Generated Definition:

A kind of numeric value. A valid occurrence satisfies the following necessary condition:

non-negative number

Definition:

Synonym:

Model-Generated Definition:

A kind of numeric value.

non-physical underlier

Definition: an underlier that does not represent a deliverable asset

Synonym: observable underlier

Model-Generated Definition:

A kind of underlier. A valid occurrence satisfies the following necessary condition:

non-rolling date

Definition: an explicit date that equates to a calendar date with no adjustments and with no reference to any date specification

Synonym:

Model-Generated Definition:

A kind of explicit date.

non-tradable debt redemption terms

Definition: terms for repayment of principal on debt instruments that are not traded securities, such as over the counter, bilateral paper

Synonym:

Model-Generated Definition:

A kind of redemption provision.

non-wholly owned subsidiary

Definition: a subsidiary which is not a wholly owned subsidiary

Synonym:

Model-Generated Definition:

A kind of subsidiary.

nostro account

Definition:

Synonym:

Model-Generated Definition:

A kind of nostro or vostro. A valid occurrence satisfies the following necessary conditions:

nostro balance

Definition:

Synonym:

Model-Generated Definition:

A kind of balance.

nostro or vostro

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

not for profit corporation

Definition: a corporation approved by its jurisdictional oversight and taxing authorities as operating for educational, charitable, social, religious, civic or humanitarian purposes

Synonym: non-profit corporation

Model-Generated Definition:

A kind of corporation and not for profit organization.

not for profit objective

Definition: an objective that reflects the charitable, educational, religious, humanitarian, public services, or other not for profit goals of an organization

Synonym: nonprofit objective

Model-Generated Definition:

A kind of objective.

not for profit organization

Definition: an organization that uses its surplus revenues to further achieve its purpose or mission, rather than distributing its surplus income to the organization's owners (directors, investors, or equivalents) as profit or dividends

Synonym: non-profit organization

Model-Generated Definition:

A kind of formal organization. A valid occurrence satisfies the following necessary condition:

note fund unit

Definition: Need a legal definition - to follow. This is one of the mechanisms by which an investor may hold an interest in a fund, but is not a Bond or a Share.

Synonym:

Model-Generated Definition:

A kind of fund unit.

note stake in fund

Definition: A stake held in a fund by way of a note.

Synonym:

Model-Generated Definition:

A kind of stake in fund. A valid occurrence satisfies the following necessary condition:

notice

Definition: Some formal written communication from some party to another party or parties or to the world at large, notifying them about some fact or occurrence.

Synonym:

Model-Generated Definition:

A kind of written communication. A valid occurrence satisfies the following necessary condition:

notification feature

Definition:

Synonym:

Model-Generated Definition:

A kind of principal repayment terms. A valid occurrence may have the following properties:

notifying party

Definition: The party which is able to issue formal notices indicating that a Credit Event has taken place, by means of a credit event notice.

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

notional financial marketplace

Definition: a place which is identified as a financial market but which is not a physical place such as a country or region. This may be a conceptual place such as the Eurobond market or the Global market.

Synonym:

Model-Generated Definition:

A kind of market, notional place, and notional place.

notional place (from package /Informative/Foundations/Places Ext/VirtualPlaces/notional place)

Definition: A place described in terms of some abstract description or as a list of commonly understood concepts such as domestic, Eurozone etc.

Synonym:

Model-Generated Definition:

A kind of virtual location.

notional place (from package /Release/Foundations/Places/VirtualPlaces/notional place)

Definition: A place described in terms of some abstract description or as a list of commonly understood concepts such as domestic, Eurozone etc.

Synonym:

Model-Generated Definition:

A kind of location.

notional step amount

Definition: the amount of money which is removed from the notional on each step date

Synonym:

Model-Generated Definition:

A kind of monetary amount. A valid occurrence satisfies the following necessary condition:

notional step change event

Definition: a step change in the notional amount of the swap stream

Synonym:

Model-Generated Definition:

A kind of interest rate stream event. A valid occurrence satisfies the following necessary condition:

notional step percentage amount

Definition: the percentage amount by which the notional changes on each step date

Synonym:

Model-Generated Definition:

A kind of percentage monetary amount.

notional step period length

Definition: a recurrence interval indicating the frequency with which step changes occur, which is a multiple of the calculation period in the calculation schedule

Synonym:

Model-Generated Definition:

A kind of recurrence interval.

notional step schedule

Definition: schedule of changes in the notional amount on which interest is paid, comprising the regular sequence of step events

Synonym:

Model-Generated Definition:

A kind of parametric schedule. A valid occurrence satisfies the following necessary conditions:

novated option contract

Definition: An Option Contract after the stage where a Derivatives Exchange has novated this contract and become the principal to it, for purposes of clearing and settlement. The Clearing House novates both contract. So when you are on the floor (as a Broker), you trade with another Broker. Then you take it to th eRing, and present it to the Ring. So you write a contract and give it to the ringleader, who then books it. So the party you dealt with deals with the exahcnge, and you deal with the exchange. THen there are two contracts for one deal. So the answer here is that there are two novated contracts for one Options deal. Difference: If not open outcry? In OO the deal is done and given to the ringleader, who represents the Cleaing house. When it's not open outcry, the clearing house gets the deal, books the deal, and margins it. So you don't know as much about the deal and process. This eliminiates stickiness of a market that has credit. Similar to what occurs in share markets, where clearing takes place, e.g. when someone defaults on delivery. Clearing House simply closes out the contract.

Synonym:

Model-Generated Definition:

A kind of exchange traded option contract. A valid occurrence satisfies the following necessary condition:

novated option contract principal

Definition:

Synonym:

Model-Generated Definition:

A kind of traded option principal. A valid occurrence satisfies the following necessary condition:

Number

Definition:

Synonym:

Model-Generated Definition:

A kind of numeric value. A valid occurrence satisfies the following necessary condition:

numeric amount

Definition: An amount of some discrete thing Note: does not require units as the individual things are counted. Tech note: in other (data) standards this stands alongside (material) Amount rather than above it see e.g. CCTS, ISO 20022 v1.5

Synonym:

Model-Generated Definition:

A kind of quantitative amount. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

numeric index

Definition: the change in some aggregate relative to the value of the aggregate at a reference period

Synonym:

Model-Generated Definition:

A kind of expression, quantity value, and statistical measure. A valid occurrence satisfies the following necessary conditions:

numeric ratio

Definition:

Synonym:

Model-Generated Definition:

A kind of numeric value.

numeric value

Definition:

Synonym:

Model-Generated Definition:

A kind of atomic value.

numerical parameter

Definition: Anything which is defined as a parameter of something, and takes a numerical value.

Synonym:

Model-Generated Definition:

A kind of mathematical quantity. A valid occurrence satisfies the following necessary conditions:

numerical variable

Definition: Some numerical variable.

Synonym:

Model-Generated Definition:

A kind of numerical parameter.

O
o s p

Definition:

Synonym:

Model-Generated Definition:

A kind of valuation time type.

o t c bond market price

Definition: The price determined for the marketplace for a bond which is traded over the counter.

Synonym:

Model-Generated Definition:

A kind of debt security price and security market price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

o t c bond option

Definition: Definition needed.

Synonym:

Model-Generated Definition:

A kind of debt derivative contract and o t c option contract. A valid occurrence satisfies the following necessary conditions:

o t c contract on future

Definition: An option contract with an underlying futures contract.

Synonym:

Model-Generated Definition:

A kind of o t c option contract. A valid occurrence satisfies the following necessary condition:

o t c contract settlement terms

Definition:

Synonym:

Model-Generated Definition:

o t c currency option

Definition: A contract that grants the holder the right, but not the obligation, to buy or sell currency at a specified exchange rate during a specified period of time.

Synonym:

Model-Generated Definition:

A kind of foreign exchange derivative contract and o t c option contract. A valid occurrence may have the following properties:

o t c derivative agreement

Definition:

Synonym:

Model-Generated Definition:

A kind of o t c transaction agreement.

o t c derivative contract

Definition: A derivative contract which is struck between two parties "Over the Counter".

Synonym:

Model-Generated Definition:

A kind of derivative instrument and otcinstrument. A valid occurrence satisfies the following necessary condition:

o t c derivative master agreement representation

Definition: Representations by one or other party in the Master Agreement.

Synonym:

Model-Generated Definition:

A kind of representations section.

o t c derivative transaction

Definition: A derivative transaction which is struck over the counter between two parties.

Synonym:

Model-Generated Definition:

A kind of covered transaction. A valid occurrence satisfies the following necessary conditions:

o t c derivative transaction master agreement

Definition: Master agreement covering over the counter derivatives transactions to be carried out between the parties to this contract.

Synonym:

Model-Generated Definition:

A kind of master agreement. A valid occurrence satisfies the following necessary conditions:

o t c derivatives master agreement obligation

Definition: Obligation set out in some OTC Derivatives Master Agreement.

Synonym:

Model-Generated Definition:

A kind of master agreement obligation.

o t c fx product

Definition: An OTC Product for foreign exchange, whereby two or more currencies are transacted.

Synonym:

Model-Generated Definition:

A kind of o t c product.

o t c index option

Definition: An option whose underlying security is an index. If exercised, settlement is made by cash payment, since physical delivery is not possible.

Synonym:

Model-Generated Definition:

A kind of o t c option contract.

o t c instrument contract

Definition:

Synonym:

Model-Generated Definition:

A kind of economic contract. A valid occurrence satisfies the following necessary condition:

o t c interest rate cap option contract

Definition: A strip of options in which interest payable in each period is either the Observable (Underlying) rate or the Strike rate, at the holder's discretion, and in which the Strike rate represents a rate above which the holder can elect not to pay.

Synonym:

Model-Generated Definition:

A kind of option strip contract. A valid occurrence may have the following properties:

o t c interest rate floor option contract

Definition:

Synonym:

Model-Generated Definition:

A kind of option strip contract. A valid occurrence may have the following properties:

o t c interest rate option

Definition: An option that tracks the cap and floor of an underlying interest rate.

Synonym:

Model-Generated Definition:

A kind of o t c option contract. A valid occurrence satisfies the following necessary condition:

o t c master agreement agreements terms

Definition: Terms setting out specific Agreements between the parties, that is specific things they agree to do or allow.

Synonym:

Model-Generated Definition:

A kind of o t c master agreement contractual commitment.

o t c master agreement conditions precedent

Definition: Conditions precedent on payment or delivery on a transaction transacted under this Master Agreement.

Synonym:

Model-Generated Definition:

A kind of conditions precedent and o t c master agreement element. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

o t c master agreement contractual commitment

Definition:

Synonym:

Model-Generated Definition:

A kind of contractual commitment and o t c master agreement element.

o t c master agreement early termination right

Definition: Right or one or other party to the Master Agreement to termination the Agreement early.

Synonym:

Model-Generated Definition:

A kind of contractual right.

o t c master agreement element

Definition: Terms specific to a Master Agreement governing transactions of Over the Counter derivatives between parties.

Synonym:

Model-Generated Definition:

A kind of contractual element.

o t c master agreement obligations terms

Definition: Terms setting out the obligations on one or other party to the agreement.

Synonym:

Model-Generated Definition:

A kind of o t c master agreement contractual commitment. A valid occurrence satisfies the following necessary condition:

o t c master agreement right to termination following default event

Definition: The Right to Terminate the Master Agreement Following an Event of Default.

Synonym:

Model-Generated Definition:

A kind of o t c master agreement early termination right. A valid occurrence satisfies the following necessary conditions:

o t c master agreement right to termination following termination event

Definition: The Right to Terminate the Agreement Following some Termination Event.

Synonym:

Model-Generated Definition:

A kind of o t c master agreement early termination right. A valid occurrence satisfies the following necessary condition:

o t c master agreement termination event

Definition: "Termination Event" means an Illegality, a Tax Event or a Tax Event Upon Merger or, if specified to be applicable, a Credit Event Upon Merger or an Additional Termination Event.

Synonym:

Model-Generated Definition:

o t c master agreement termination provisions

Definition: Termination provisions in the OTC Derivatives Master Agreement, setting out the conditions, consequences etc. of termination of the Agreement.

Synonym:

Model-Generated Definition:

A kind of o t c master agreement element and termination provisions. A valid occurrence satisfies the following necessary condition:

o t c option contract

Definition: Exotic options traded on the over-the-counter market, where participants can choose the characteristics of the options traded.

Synonym:

Model-Generated Definition:

A kind of option contract and otcinstrument. A valid occurrence may have the following properties:

o t c product

Definition: An Over the Counter Derivative. This is made up of one or more transactions, with a corresponding contract or contracts.

Synonym:

Model-Generated Definition:

o t c transaction agreement

Definition: The agreement which forms the basis of any Over the Counter (OTC) transaction, including OTC derivatives and bilateral debt instruments.

Synonym:

Model-Generated Definition:

A kind of contractual economic agreement.

objective

Definition: a statement of a quantitative, measurable result that a person, organization, or system seeks to attain in order to achieve its goals

Synonym:

Model-Generated Definition:

obligation acceleration

Definition: One or more of the obligations have been declared due and payable before they would otherwise have been due and payable as a result of, or on the basis of, the occurrence of a default, event of default or other similar condition or event other than failure to pay

Synonym:

Model-Generated Definition:

A kind of c d s credit event. A valid occurrence may have the following properties:

obligation conditional on some circumstance

Definition: An Obligation which is conditional on the existence or continuing existence of some circumstance.

Synonym:

Model-Generated Definition:

A kind of conditional obligation.

obligation conditional on some event

Definition: Obligation conditional on the occurrence of some event.

Synonym:

Model-Generated Definition:

A kind of conditional obligation.

obligation credit event

Definition: An event which relates specifically to an individual security issued by the Reference Entity (the Reference Obligation).

Synonym:

Model-Generated Definition:

A kind of credit event. A valid occurrence satisfies the following necessary condition:

obligation default

Definition: One or more of the obligations have become capable of being declared due and payable before they would otherwise have been due and payable as a result of, or on the basis of, the occurrence of a default, event of default or other similar condition or event other than failure to pay.

Synonym:

Model-Generated Definition:

A kind of c d s credit event. A valid occurrence may have the following properties:

obligation in respect of netting

Definition: Some obligation on one or other party in respect of any netting up of amounts due under a combination of transactions transacted under this Master Agreement.

Synonym:

Model-Generated Definition:

A kind of o t c derivatives master agreement obligation. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

obligor

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

observable best value

Definition:

Synonym:

Model-Generated Definition:

A kind of observable value. A valid occurrence satisfies the following necessary conditions:

observable final value

Definition:

Synonym:

Model-Generated Definition:

A kind of observable value. A valid occurrence satisfies the following necessary condition:

observable underlier

Definition: An underlying observable which is in numeric form and does not represent a deliverable asset.

Synonym:

Model-Generated Definition:

A kind of underlier.

observable value

Definition: a value for something that can be observed in the marketplace

Synonym:

Model-Generated Definition:

A kind of formula argument, monetary amount, and quantity value.

occurrence

Definition: An Occurrence is a happening of an OccurrenceKind. Each Occurrence has a DateTimeStamp, which identifies when the Occurrence happened, and a Location (possibly virtual), that identifies where the Occurrence happened.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

occurrence based date

Definition: An OccurrenceBaseDate is a CalculatedDate that is defined with respect to the Occurrence of some OccurrenceKind. The 'hasDateValue' property of an OccurrenceBasedDate is not set until the Occurrence happens. The 'triggeredBy' property relates an OccurrenceBasedDate to the OccurrenceKind that gives the meaning of the OccurrenceBasedDate.

Synonym:

Model-Generated Definition:

A kind of calculated date. A valid occurrence satisfies the following necessary condition:

occurrence kind

Definition: An OccurrenceKind is a type of event, which has a description. An OccurrenceKind may or may not ever happen, and thus does not have a Date. An OccurrenceKind happens as an Occurrence, which does have a Date.

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

Off The Shelf Product

Definition:

Synonym:

Model-Generated Definition:

A kind of product and template.

offer price (from package /Provisional/Market Data/CIV Temporal/FundsTemporal/offer price)

Definition:

Synonym:

Model-Generated Definition:

A kind of fund price.

offer price (from package /Provisional/Market Data/Equity Temporal/EquityPricing/offer price)

Definition:

Synonym:

Model-Generated Definition:

A kind of quote price. A valid occurrence may have the following properties:

offeree

Definition: a party that receives an offer from something from someone (i.e., an offerer) based on the terms of the offering

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

offering

Definition: an expression of interest in providing something to someone that is contigent upon acceptance, forbearance, or some other consideration, as desired by the offeree(s)

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Offering

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

Offering Commitment

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

offering document

Definition: a legal document, published by an offeror or issuer of one or more securities that contains details of the offer, including but not necessarily limited to information a potential investor might want to know about the offering and issuer in order to make an informed investment decision

Synonym:

Model-Generated Definition:

A kind of legal document and publication. A valid occurrence satisfies the following necessary conditions:

offering statement

Definition: an offering memorandum that conforms to Regulation A, Offering Statement, of the Securities Act of 1933

Synonym:

Model-Generated Definition:

A kind of offering document.

offeror

Definition: a party that proposes to make something available to someone (i.e., an offeree) based on the terms of the offering

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary conditions:

official closing price

Definition: The price at close of trading on a given trading day on an exchange.

Synonym:

Model-Generated Definition:

A kind of equity exchange published price and Error13. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

oil commodity

Definition: Oil as a commodity.

Synonym:

Model-Generated Definition:

A kind of energy commodity. A valid occurrence may have the following properties:

oil delivery

Definition: Delivery of oil.

Synonym:

Model-Generated Definition:

A kind of energy physical delivery.

oil grade

Definition: The grade of oil which is defined as this oil commodity.

Synonym:

Model-Generated Definition:

on watch outlook

Definition:

Synonym:

Model-Generated Definition:

A kind of credit watch outlook.

one vote per holder

Definition: Voting rights limited rights to one vote per person, or institution, to avoid any party taking control. Further notes: Not in ISO FIBIM selection. Identified from new article on UK building societies. Note that further types of voting rights can be defined any time in the prospectus for a new security. Original Article quotation: "Adrian Coles, director general of the Building Societies Association, said it would be helpful if building societies could issue shares to investors to raise funds, but limit voting rights to one vote per person, or institution, to avoid any party taking control. Article Source:article on Profit Participating Deferred Shares in relation to West Bromwich Building society By Philip Aldrick,[citation missing], 12 June 2009

Synonym:

Model-Generated Definition:

A kind of restricted voting right.

Ontology

Definition:

Synonym:

Model-Generated Definition:

open end loan contract

Definition: a loan contract for a line of credit where a borrower may take money and pay it back up to an agreed limit, and interest is charged only on the amount that remains, which may be paid off at any time within the period of the line.

Synonym:

Model-Generated Definition:

A kind of loan contract. A valid occurrence satisfies the following necessary condition:

open ended or closed

Definition:

Synonym:

Model-Generated Definition:

open outcry price determination method

Definition: Method of trading on a commodity exchange. The term derives from the fact that traders must shout out their buy or sell orders. When a trader shouts he wants to sell at a particular price and someone else shouts he wants to buy at that price the two traders have made a contract that will be recorded.

Synonym:

Model-Generated Definition:

A kind of derivatives price determination method.

open time

Definition:

Synonym:

Model-Generated Definition:

A kind of valuation time type.

operating business address relation

Definition:

Synonym:

Model-Generated Definition:

A kind of business site. A valid occurrence may have the following properties:

operating expense

Definition: Operating Overheads

Synonym:

Model-Generated Definition:

A kind of expenditure.

operational risk

Definition:

Synonym:

Model-Generated Definition:

A kind of risk. A valid occurrence satisfies the following necessary condition:

operational risk consequence

Definition:

Synonym:

Model-Generated Definition:

A kind of impact. A valid occurrence satisfies the following necessary condition:

operator

Definition:

Synonym:

Model-Generated Definition:

option

Definition: a contract that grants to the holder either the privilege to purchase or the privilege to sell the assets specified at a predetermined price or formula at or within a time in the future

Synonym:

Model-Generated Definition:

A kind of derivative instrument.

option barrier feature event

Definition: An event which defines when an option feature comes into effect.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

option barrier feature terms

Definition: Formal terms setting out when and under what circumstances the option contract is deemed to be in force. This takes the form of an event and the relationship between the event and the applicability of the option.

Synonym:

Model-Generated Definition:

A kind of option exercise time terms set. A valid occurrence satisfies the following necessary conditions:

option binary payout terms set

Definition: Terms governing a binary payout commitment.

Synonym:

Model-Generated Definition:

A kind of option payout terms set. A valid occurrence satisfies the following necessary condition:

option buyer

Definition:

Synonym:

Model-Generated Definition:

A kind of contract counterparty and option party.

option buyer commitment

Definition: Commitments, if any, on the part of the holder (buyer) of the Option.

Synonym:

Model-Generated Definition:

A kind of contractual economic commitment. A valid occurrence satisfies the following necessary condition:

option call transaction

Definition: A transaction which is defined in an options contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the purchase of the underlying or some cash equivalent thereof, as defined in the option contract.

Synonym:

Model-Generated Definition:

A kind of optional underlying transaction. A valid occurrence satisfies the following necessary conditions:

option closing price

Definition:

Synonym:

Model-Generated Definition:

A kind of exchange options price.

option conditional payout terms set

Definition: Terms governing a conditional payment commitment on an option.

Synonym:

Model-Generated Definition:

A kind of option payout terms set. A valid occurrence satisfies the following necessary condition:

option contract

Definition: A financial derivative which represents a contract sold by one party (option writer) to another party (option holder). The contract offers the buyer the right, but not the obligation, to buy (call) or sell (put) a security or other financial asset at an agreed-upon price (the strike price) during a certain period of time or on a specific date (exercise date).

Synonym:

Model-Generated Definition:

A kind of derivative instrument and securities transaction contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

option contract on futures

Definition: Future options are the most common type of equity derivative. They provide the right, but not the obligation to trade a quantity of futures instruments at a set price at a future time.

Synonym:

Model-Generated Definition:

A kind of exchange traded option contract. A valid occurrence satisfies the following necessary conditions:

option contract terms set

Definition:

Synonym:

Model-Generated Definition:

A kind of economic contract commitment.

option daily settlement price

Definition: The official price at the end of a trading session. This price is established by The Options Clearing Corporation and is used to determine changes in account equity, margin requirements, and for other purposes.

Synonym:

Model-Generated Definition:

A kind of security price. A valid occurrence satisfies the following necessary condition:

option exercise time terms set

Definition:

Synonym:

Model-Generated Definition:

A kind of option contract terms set. A valid occurrence satisfies the following necessary condition:

option feature

Definition: Types of feature for an option. This itemizes whether the option comes into force (Knock In) or ceases being in force (Knock Out) when the stated event occurs.

Synonym:

Model-Generated Definition:

A kind of method.

option guarantor

Definition: The Guarantor of an options security. This is the party that agreed to make good any losses incurred by the holder in the event of a default by the issuer.

Synonym:

Model-Generated Definition:

A kind of contract guarantor. A valid occurrence satisfies the following necessary condition:

option instrument exercise terms

Definition: Contractual terms defining when or under what circumstances an options instrument may be exercised.

Synonym:

Model-Generated Definition:

A kind of contractual commitment. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

option intrinsic value

Definition: Intrinsic Value (Calls): When the underlying security's price is higher than the strike price a call option is said to be "in-the-money." Intrinsic Value (Puts): If the underlying security's price is less than the strike price, a put option is "in-the-money." Only in-the-money options have intrinsic value, representing the difference between the current price of the underlying security and the option's exercise price, or strike price.

Synonym:

Model-Generated Definition:

A kind of value in use.

option on futures underlying

Definition: The underlying of a traded Futures Option, which is a traded Futures contract, generally on the same derivatives exchange.

Synonym:

Model-Generated Definition:

A kind of underlying on option. A valid occurrence satisfies the following necessary condition:

option party

Definition:

Synonym:

Model-Generated Definition:

A kind of derivative contract party. A valid occurrence satisfies the following necessary condition:

option payout commitment

Definition: Commitment by the issuer to pay out on an option should the holder choose to exercise this.

Synonym:

Model-Generated Definition:

A kind of option writer commitment. A valid occurrence satisfies the following necessary condition:

option payout terms set

Definition: Terms governing the payout on an option. These formally define the commitment(s) entered into by the writing party to the option.

Synonym:

Model-Generated Definition:

A kind of option contract terms set and parametric cashflow terms. A valid occurrence satisfies the following necessary condition:

option premium

Definition: The amount paid for an option.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

option premium expression

Definition: The formal expression of the Option Premium.

Synonym:

Model-Generated Definition:

option premium fixed

Definition:

Synonym:

Model-Generated Definition:

A kind of option premium variability.

option premium payment arrangement

Definition: Premium Type for Forward Start Equity Options.

Synonym:

Model-Generated Definition:

A kind of method.

option premium pre or post type

Definition:

Synonym:

Model-Generated Definition:

A kind of option premium payment arrangement.

option premium variability

Definition:

Synonym:

Model-Generated Definition:

A kind of option premium payment arrangement.

option premium variable

Definition:

Synonym:

Model-Generated Definition:

A kind of option premium variability.

option put transaction

Definition:

Synonym:

Model-Generated Definition:

A kind of optional underlying transaction. A valid occurrence satisfies the following necessary conditions:

option strike reset schedule

Definition:

Synonym:

Model-Generated Definition:

option strike terms set

Definition: Contractual terms setting out the price or level at which the option is to be struck. FpML strike: 'Defines whether it is a price or level at which the option has been, or will be, struck.'

Synonym:

Model-Generated Definition:

A kind of option contract terms set. A valid occurrence may have the following properties:

option strip contract

Definition: A strip or sequential set of options with periodic reset dates, such that each period between resets behaves like an individual option (known as a Caplet or Floorlet).

Synonym:

Model-Generated Definition:

A kind of otcinstrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

option strip reset schedule

Definition: Schedule of dates on which the Option Strip rate is determined and reset.

Synonym:

Model-Generated Definition:

A kind of schedule.

option theoretical value

Definition: Theoretical value looks at variability of the price. The longer until exercise the more this will vary. the more likely it is to finish in the money, the more I am likely to pay for it. But meanwhile, I also have to look at the current value - the amount I would pay for the thing. Any change would be a cost to me.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

option theoretical value specification

Definition:

Synonym:

Model-Generated Definition:

A kind of price volatility specification.

option time value

Definition: Prior to expiration, any premium in excess of intrinsic value is called time value. Time value is also known as the amount an investor is willing to pay for an option above its intrinsic value, in the hope that at some time prior to expiration its value will increase because of a favorable change in the price of the underlying security. The longer the amount of time for market conditions to work to an investor's benefit, the greater the time value.

Synonym:

Model-Generated Definition:

A kind of value in exchange.

option transaction party

Definition: The party to an Option transaction.

Synonym:

Model-Generated Definition:

option type

Definition:

Synonym:

Model-Generated Definition:

A kind of method.

option underlying buyer

Definition: The buyer of the underlying in an Option Transaction.

Synonym:

Model-Generated Definition:

A kind of option transaction party.

option underlying seller

Definition:

Synonym:

Model-Generated Definition:

A kind of option transaction party.

option valuation terms set

Definition:

Synonym:

Model-Generated Definition:

A kind of option contract terms set. A valid occurrence satisfies the following necessary condition:

option volatility

Definition: A measure of the fluctuation in the market price of the underlying security. Mathematically, volatility is the annualized standard deviation of returns. More generally: A measure of stock price fluctuation. Mathematically the volatility is the annualized standard deviation of a stock's daily price changes

Synonym:

Model-Generated Definition:

A kind of volatility.

option writer commitment

Definition: Commitment on the part of the writer (issuing party) of the Option.

Synonym:

Model-Generated Definition:

A kind of contractual economic commitment.

option writing party

Definition: The writing party of an OTC Option, i.e. the seller of a contract. This is the party that grants the rights defined by this instrument and in return receives a payment for it.

Synonym:

Model-Generated Definition:

A kind of contract principal and option party.

optional underlying transaction

Definition: A transaction which is defined in an options contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the purchase or sale of the deliverable underlying as defined in the option contract, or some cash equivalent thereof. Further notes: This is not any different from any other kind of derivatives transaction. The Transaction is still defined as the purchase and sale of the underlying even if it is cash settled. It is defined as the swap of the fixed price for the current market price. Would define a reference price for the current market price if it's not a physical settlement. Would for example define the use of a calculation agent. Scenarios: 1. Agree to cash settle even though the underlying is a deliverable 2. Agree to settle cash because it's difficult to get hold of the underlying 3. The underlying is by its nature not deliverable 4. Fx where the deliverable is a currency to cash delivery is synonymous with delivery of the underlying asset, so the underlying observable and the underlying deliverable are the same actual thing. How this is modeled: Cash "Settlement" (means cash delivery) is where you take cash instad of delivery of the underlying deliverable. Whatever is going to be delivered there is going to be a reverse transaction at the going market rate. That also covers the use of an index or basket as the underlying. Examples of this: IR Swap - not an Option.

Synonym:

Model-Generated Definition:

A kind of forward transaction. A valid occurrence satisfies the following necessary conditions:

options clearing entity

Definition: An entity which is responsible for clearing transactions for put and call options on common stocks and other equity issues, stock indexes, foreign currencies, interest rate composites and single-stock futures.

Synonym:

Model-Generated Definition:

A kind of formally constituted organization.

options exchange adjustment method

Definition: The trade will be adjusted according to ... exchange on which the options (??) are listed

Synonym:

Model-Generated Definition:

A kind of forward contract adjustment method.

options exchange participant

Definition:

Synonym:

Model-Generated Definition:

A kind of party in role.

options greek

Definition: One of a set of measures about an option which is used to analyze the value or performance of that instrument.

Synonym:

Model-Generated Definition:

A kind of financial instrument analytical parameter.

options listing

Definition: A listing of an options instrument on a derivatives exchange. The listing is a product of the individual exchange.

Synonym:

Model-Generated Definition:

A kind of derivatives listing. A valid occurrence satisfies the following necessary condition:

options theta

Definition: A measure of the rate of change in an option's theoretical value for a one-unit change in time to the option's expiration date. Action: add terms that define or influence this.

Synonym:

Model-Generated Definition:

A kind of options greek. A valid occurrence satisfies the following necessary condition:

options vega

Definition: A measure of the rate of change in an option's theoretical value for a one-unit change in the volatility assumption. Action: add terms that define or influence this.

Synonym:

Model-Generated Definition:

A kind of options greek. A valid occurrence satisfies the following necessary condition:

OptionTypeSelection

Definition: Whether it is a call option (right to purchase a specific underlying asset) or a put option (right to sell a specific underlying asset).

Synonym:

Model-Generated Definition:

opton adjusted yield

Definition: NB specified as a spread. synonym: OAS Based on different Int Rate paths. There are different OAS models just like there are different Yield methods. Also would make reference to the Yield Curve - but these are parameters that go into that model. Limit this model at the point where it distinguishes the difference between things - we are not in a position to mathematically model the things themselves, just capture the basic facts.

Synonym:

Model-Generated Definition:

A kind of debt instrument yield.

ordinance

Definition: An authoritative rule or law; a decree or command; a public injunction or regulation, such as a city ordinance against excessive horn blowing. (Source: Dictionary.com)

Synonym:

Model-Generated Definition:

A kind of law.

ordinary dividend terms

Definition: Formal terms about the Dividend payments on an Ordinary Share.

Synonym:

Model-Generated Definition:

A kind of dividend terms and non-binding terms. A valid occurrence satisfies the following necessary condition:

ordinary loan purpose

Definition:

Synonym:

Model-Generated Definition:

A kind of loan purpose.

ordinary share

Definition: A security that represents ownership in a corporation. Holders of common share exercise control by electing a board of directors and voting on corporate policy.

Synonym:

Model-Generated Definition:

A kind of share. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

ordinary share dividend

Definition: A dividend payable to holders of an ordinary share. This is a payment made at the discretion of the company in which the shares are held, and is based on the profit of that company for the period to which the dividend applies.

Synonym:

Model-Generated Definition:

A kind of timed parameter. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

ordinary share yield

Definition: The return on an equity instrument investment.

Synonym:

Model-Generated Definition:

A kind of yield. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

ordinary voting right

Definition: The voting rights conferred on holders of Ordinary Shares in the company. The precise details of these rights such as what shareholders may vote on and how their voting right is exercised, are defined in the Company Constitution or Articles of Incorporation / Articles of Association.

Synonym:

Model-Generated Definition:

A kind of voting right.

organization

Definition: a social unit of people, systematically structured and managed to meet a need or pursue collective goals on a continuing basis

Synonym:

Model-Generated Definition:

A kind of autonomous agent. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

organization contact information

Definition: contact information for an organization

Synonym:

Model-Generated Definition:

A kind of contact information.

organization context

Definition:

Synonym:

Model-Generated Definition:

A kind of relationship context.

organization covering agreement

Definition: A formal agreement between the principals in a formal organization which covers the relationship between the principals, and between the principals and the entity.

Synonym:

Model-Generated Definition:

A kind of written contract.

organization credit rating

Definition: The credit rating of the organization. That is the creditworthiness of the organization as determined by a ratings agency. If the organization is the issuer of a security then this becomes the issuer rating for that security.

Synonym:

Model-Generated Definition:

A kind of individual credit rating. A valid occurrence satisfies the following necessary condition:

organization identification scheme

Definition: A formal scheme defining identification codes for a business entity.

Synonym:

Model-Generated Definition:

A kind of identification scheme. A valid occurrence may have the following properties:

organization identifier

Definition: A textual code which uniquely identifies a formal organization; Further Notes: Things which may identified by this kind of code Include but are not restricted to Legal Entity. At this most general level, this may be the identifier for a Fund, for a Legal Entity, for a Trust, or for the LEI scope of Artificial Person plus Trust.

Synonym:

Model-Generated Definition:

A kind of identifier.

organization industry sector classification

Definition: The classification of an organization in terms of the industry sector in which it carries out business.

Synonym:

Model-Generated Definition:

A kind of reference. A valid occurrence may have the following properties:

organization member

Definition: identifies that which has a membership role in some organization

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

organization strategy

Definition: Strategy which is organization based.

Synonym:

Model-Generated Definition:

A kind of fund portfolio investment limitations. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

organizational sub unit

Definition: an organization that is part of a larger formal organization and only has full recognition within the context of that formal organization; In other words, it is not a legal entity in its own right.

Synonym:

Model-Generated Definition:

A kind of formal organization. A valid occurrence may have the following properties:

organized trading facility

Definition: a multi-lateral system which is not an RM or an MTF and in which multiple third-party buying and selling interests in bonds, structured finance products, emission allowances or derivatives are able to interact in the system in a way that results in a contract in accordance with the provisions of Title II of MiFID II

Synonym:

Model-Generated Definition:

A kind of exchange. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

original balance applicability

Definition:

Synonym:

Model-Generated Definition:

A kind of penalty interest balance applicability.

original l t v (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of loan to value ratio (please review). A valid occurrence may have the following properties:

OTC instrument confirmation

Definition: A formal confirmation document which constitutes a written contract between the parties to the transaction, setting out the terms and conditions of the transaction.

Synonym:

Model-Generated Definition:

A kind of written contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

otcinstrument

Definition:

Synonym:

Model-Generated Definition:

other amounts obligation

Definition: Obligation in regard to other defaults on obligations. Example Contract Text: "If, prior to the occurrence or effective designation of an Early Termination Date in respect of the relevant Transaction, a party defaults in the performance of any obligation required to be settled by delivery, it will compensate the other party on demand if and to the extent provided for in the relevant Confirmation or elsewhere in this Agreement. "

Synonym:

Model-Generated Definition:

A kind of o t c derivatives master agreement obligation. A valid occurrence may have the following properties:

other equity priority terms set

Definition: The precise terms which define the seniority of this class of Equity. These will set it apart from the highest of lowest seniority (senior or junior debt) and may be defined for more than one additional class of equity. These terms are defined by the issuer.

Synonym:

Model-Generated Definition:

A kind of equity priority terms.

other income

Definition:

Synonym:

Model-Generated Definition:

A kind of gross income.

other investment fund information

Definition: Things which are not part of the prospectus but are important if you want to understand the fund.

Synonym:

Model-Generated Definition:

A kind of information.

other seniority

Definition:

Synonym:

Model-Generated Definition:

A kind of Seniority.

other seniority equity

Definition: Equity which is neither the most senior nor the most junior. The precise terms under which this equity is held, and the definition of the call on the assets of the company in the event of it winding up, will be defined by the issuing company and are not modelled here as they may vary from one company to another. There may be more than one class of such equity issued by a company.

Synonym:

Model-Generated Definition:

A kind of shareholder equity. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

outlay

Definition: Cash spent on something.

Synonym:

Model-Generated Definition:

A kind of expenditure.

output producer price index

Definition: an economic indicator representing a measure of the rate of change over time in the prices of products sold as they leave the producer

Synonym:

Model-Generated Definition:

A kind of producer price index.

over fifty percent controlling interest company

Definition:

Synonym:

Model-Generated Definition:

A kind of voting shareholding company.

over-the-counter (OTC) derivative contract

Definition: an over-the-counter agreement that is also a derivative instrument

Synonym:

Model-Generated Definition:

A kind of derivative instrument and over-the-counter (OTC) instrument.

over-the-counter (OTC) instrument

Definition: a financial instrument and bilateral contract that is not listed or traded on an organized exchange

Synonym:

Model-Generated Definition:

A kind of financial instrument and mutual contractual agreement.

over-the-counter (OTC) settlement terms

Definition: settlement terms specific to an over-the-counter agreement

Synonym:

Model-Generated Definition:

A kind of settlement terms.

over-the-counter (OTC) transaction

Definition: an over-the-counter transaction to exchange an instrument for some consideration

Synonym:

Model-Generated Definition:

A kind of securities transaction. A valid occurrence satisfies the following necessary condition:

over-the-counter (OTC) transaction confirmation

Definition: a formal confirmation document that codifies the terms and conditions of the transaction between the parties

Synonym:

Model-Generated Definition:

A kind of transaction confirmation and written contract. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

over-the-counter (OTC) transaction party

Definition: a party to an over-the-counter agreement

Synonym:

Model-Generated Definition:

A kind of contract party. A valid occurrence satisfies the following necessary conditions:

overdraft facility purpose

Definition:

Synonym:

Model-Generated Definition:

A kind of loan purpose.

overnight rate

Definition: a reference rate that is an interest rate at which a depository institution lends funds to another depository institution (short-term), or the interest rate the central bank charges a financial institution to borrow money overnight

Synonym:

Model-Generated Definition:

A kind of reference interest rate.

owing side

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

owner

Definition: A party in the ownership role; one that owns something. The thing owned is an Asset to that Party.

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

owners equity

Definition: equity owned in some concern as recorded on the books of that concern

Synonym:

Model-Generated Definition:

A kind of equity. A valid occurrence satisfies the following necessary conditions:

ownership

Definition: Ownership is the context in which some Party is said to own some Independent Thing. The Party is defined as such due to its being the owning party to that Thing.

Synonym:

Model-Generated Definition:

A kind of relationship context. A valid occurrence may have the following properties:

ownership and control

Definition: The intersection of ownership and control reflects the unique case where an independent party both owns and controls another independent thing.

Synonym:

Model-Generated Definition:

ownership interest type

Definition: a category indicating the nature of the applicant's or borrower's ownership or leasehold interest in the land where the manufactured home is located.

Synonym:

Model-Generated Definition:

A kind of classifier.

P
p a c p o tranche

Definition: Planned Amortization Class principal only tranche.

Synonym:

Model-Generated Definition:

A kind of agency p o tranche and planned amortization class bond.

p a c tranche amortization schedule

Definition:

Synonym:

Model-Generated Definition:

A kind of redemption schedule.

p a c- z tranche

Definition: Planned Amortization Class tranche which is also a Z tranche, that is Definition needed.

Synonym:

Model-Generated Definition:

A kind of agency z tranche and planned amortization class bond.

p a c-1 class

Definition: Planned Amortization Class tranche. PAC-1 is the most senior Planned Amortization Class tranche.

Synonym:

Model-Generated Definition:

A kind of planned amortization class bond. A valid occurrence may have the following properties:

p a c-2 class

Definition: Planned Amortization Class tranche. PAC-2 refers to a support tranche that is given a scheduled payment structure like a PAC bond.

Synonym:

Model-Generated Definition:

A kind of planned amortization class bond. A valid occurrence may have the following properties:

p a c-3 class

Definition: Planned Amortization Class tranche. Additional support tranche with scheduled payments.

Synonym:

Model-Generated Definition:

A kind of planned amortization class bond.

p o box number

Definition:

Synonym:

Model-Generated Definition:

A kind of postal address element. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

p v b p

Definition: Sensitivity of the price for one basis point change in yield, defined as the difference in price given 1 bp change in yield.

Synonym:

Model-Generated Definition:

A kind of debt instrument analytical parameter. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

par value

Definition:

Synonym:

Model-Generated Definition:

A kind of DebtRelativeValueSelection.

parametric call schedule

Definition:

Synonym:

Model-Generated Definition:

A kind of call schedule and regular schedule. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

parametric cashflow terms

Definition: terms for a set of cashflows defined according to a mathematical formula

Synonym:

Model-Generated Definition:

A kind of cashflow terms. A valid occurrence satisfies the following necessary condition:

parametric reference entity

Definition: An entity, the value of some property of which is used in calculations for some purpose.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

parametric schedule

Definition: a regular, parameterized schedule typically used for the calculation of payments for coupons, dividends, and interest

Synonym:

Model-Generated Definition:

A kind of regular schedule. A valid occurrence satisfies the following necessary condition:

parametric thing

Definition:

Synonym:

Model-Generated Definition:

A kind of mathematical thing.

partial call

Definition:

Synonym:

Model-Generated Definition:

A kind of call of issue. A valid occurrence satisfies the following necessary condition:

partial call allocation

Definition:

Synonym:

Model-Generated Definition:

A kind of method. A valid occurrence may have the following properties:

partial call feature

Definition: These are terms whereby the issuer can recall part of the issue on scheduled dates but there is no specific amount defined for those dates. Consenus:Yes

Synonym:

Model-Generated Definition:

A kind of bond call terms set.

partial calls estimation model

Definition: A model of how the early partial calls are estimated.

Synonym:

Model-Generated Definition:

A kind of analytics calculation model.

participating facet

Definition:

Synonym:

Model-Generated Definition:

participating preference share

Definition: Like the preferred shares, participating preference shares have a prior claim on dividends, and on assets in an event of corporate liquidation or dissolution. But preferred stock would take precedence over preference stock in respect of dividends and assets that may be available for distribution.

Synonym:

Model-Generated Definition:

A kind of participating share and preference share. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

participating share

Definition:

Synonym:

Model-Generated Definition:

A kind of share. A valid occurrence may have the following properties:

ParticipatingFacet.1

Definition:

Synonym:

Model-Generated Definition:

participation note

Definition: A tradable note issued by an entity for sale in a jurisdiction other than the one in which the entity is registered, and based on the holding by that entity of underlying securities issued in the jurisdiction in which that entity is registered.

Synonym:

Model-Generated Definition:

A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

participation note issuer

Definition: The party which is the issuer of a Participation Note.

Synonym:

Model-Generated Definition:

A kind of security issuer. A valid occurrence satisfies the following necessary condition:

particular quantity

Definition: a property that is of an individual thing and is quantifiable as an instance of some quantity kind

Synonym:

Model-Generated Definition:

A kind of measure.

Definition: Partly paid

Synonym:

Model-Generated Definition:

A kind of security payment status.

partner

Definition: a member of a partnership

Synonym:

Model-Generated Definition:

A kind of constitutional owner and formally constituted organization member. A valid occurrence satisfies the following necessary conditions:

partnership

Definition: venture in which two or more legal entities carry out some business activities under a common identity

Synonym:

Model-Generated Definition:

A kind of formally constituted organization and juridical person. A valid occurrence satisfies the following necessary conditions:

partnership agreement

Definition: a document setting up a partnership, giving the details of the business and the amount each partner is contributing to it.

Synonym: articles of partnership

Model-Generated Definition:

A kind of organization covering agreement. A valid occurrence satisfies the following necessary condition:

partnership equity

Definition: equity in some partnership

Synonym:

Model-Generated Definition:

A kind of stockholders' equity. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

partnership incorporated by equity

Definition: a partnership incorporated via the issuance of equity, with limited partners (i.e., partners whose liability is limited) that are necessarily not natural persons (i.e., cannot be individuals)

Synonym:

Model-Generated Definition:

A kind of partnership with limited partners and stock corporation.

partnership incorporated by guarantee

Definition:

Synonym:

Model-Generated Definition:

A kind of body incorporated with guarantee and partnership with limited partners.

partnership incorporated through agreement

Definition: a partnership which has legal personhood, but for which there is not some issuance of limited partner equity

Synonym:

Model-Generated Definition:

A kind of body incorporated through agreement and partnership.

partnership with corporate limited partners

Definition: A partnership with limited partners (partners whose liability is limited) and where those partners are necessarily non natural persons (i.e. cannot be individuals).

Synonym:

Model-Generated Definition:

A kind of partnership with limited partners. A valid occurrence satisfies the following necessary condition:

partnership with general and limited partners

Definition: a partnership having both limited partners and general partners

Synonym:

Model-Generated Definition:

A kind of partnership with general partners and partnership with limited partners.

partnership with general partners

Definition: a partnership that has two or more general partners

Synonym:

Model-Generated Definition:

A kind of partnership. A valid occurrence satisfies the following necessary condition:

partnership with general partners with limited liability

Definition: a partnership that has general partners, whose general partners have limited liability

Synonym:

Model-Generated Definition:

A kind of partnership with general partners.

partnership with limited partners

Definition: a partnership having limited partners, that is partners whose liabilities are limited to the extent of their equity or guarantees

Synonym:

Model-Generated Definition:

A kind of partnership. A valid occurrence satisfies the following necessary condition:

partnership with natural person limited partners

Definition: a partnership with limited partners (partners whose liability is limited) and where those partners are necessarily natural persons (i.e. cannot be corporates)

Synonym:

Model-Generated Definition:

A kind of partnership with limited partners. A valid occurrence satisfies the following necessary condition:

partnership with only limited partners

Definition: a partnership having limited partners but no general partners

Synonym:

Model-Generated Definition:

A kind of corporation and partnership with limited partners.

party holding some option for control

Definition: Some party holding the option to exercise some de jure controlling interest

Synonym:

Model-Generated Definition:

A kind of controlling interest party. A valid occurrence satisfies the following necessary condition:

party in role

Definition: a relative concept that ties an independent party to a specific role they are standing in in which they play some part i.e. are party to

Synonym:

Model-Generated Definition:

A kind of agent in role. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

pass through m b s deal

Definition: An issue of Mortgage Backed Security instruments in which payments on the pool are passed through to investors

Synonym:

Model-Generated Definition:

A kind of m b s deal. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

pass through m b s deal prospectus

Definition: The written prospectus for an agency, pass through issue of Mortgage Backed Securities

Synonym:

Model-Generated Definition:

A kind of m b s deal prospectus.

pass through m b s instrument

Definition: A security in which the cash flows from the underlying asset pool are passed through to the investor by way of redemption payments.

Synonym:

Model-Generated Definition:

A kind of mortgage backed security instrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

pass through m b s instrument note

Definition: An individual note of a pass through instrument.

Synonym:

Model-Generated Definition:

A kind of security note (please review). A valid occurrence may have the following properties:

pass through m b s issue underwriter

Definition: The party which agrees to buy any certificates that are not bought by investors Term origin:MBS PoC Reviews

Synonym:

Model-Generated Definition:

A kind of debt issue underwriter.

pass-through pool

Definition:

Synonym:

Model-Generated Definition:

A kind of mortgage pool.

passport

Definition: a document, issued by a national government, which certifies the identity and nationality of its holder for the purpose of international travel

Synonym:

Model-Generated Definition:

A kind of identity document.

past

Definition:

Synonym:

Model-Generated Definition:

A kind of Tense.

past status

Definition:

Synonym:

Model-Generated Definition:

A kind of status and status code value. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

past value

Definition: The value is determined at some point in the past.

Synonym:

Model-Generated Definition:

A kind of timed value. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

payee

Definition: a party to whom a debt should be paid, or to whose order a bill of exchange, note, or check is made payable

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

payer

Definition: a party who pays a bill or fees

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence may have the following properties:

paying agent

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

payment

Definition: delivery of money in fulfillment of an obligation, such as to satisfy a claim or debt

Synonym:

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

payment (please review)

Definition: An activity in which one actor makes a payment to another actor for some reason.

Synonym:

Model-Generated Definition:

A kind of value changing activity (please review).

payment arrangement terms

Definition: Terms covering other arrangements for payments such as paying scheduled payments early to be applied on the scheduled payment dates.

Synonym:

Model-Generated Definition:

A kind of loan principal repayment terms. A valid occurrence may have the following properties:

payment event

Definition: an event that involves delivery of money in fulfillment of an obligation

Synonym:

Model-Generated Definition:

A kind of transaction event. A valid occurrence satisfies the following necessary conditions:

payment history

Definition: a record of actual payments of principal, interest, and other related amounts made by a borrower to a lender or servicer in order to fulfill their re-payment obligation

Synonym:

Model-Generated Definition:

A kind of record. A valid occurrence satisfies the following necessary conditions:

payment institution

Definition: a legal person that has been granted authorisation in accordance with Article 10 to provide and execute payment services throughout the European community

Synonym:

Model-Generated Definition:

A kind of credit institution or investment firm. A valid occurrence satisfies the following necessary condition:

payment obligation (from package /Release/Foundations/Products And Services/PaymentsAndSchedules/payment obligation)

Definition: a legally enforceable duty to pay a sum of money, or agree to do something (or not to do something), according to the terms stated in a contract

Synonym:

Model-Generated Definition:

A kind of commitment and duty. A valid occurrence may have the following properties:

payment obligation (from package /Informative/Derivatives/Derivatives Contracts Ext/OTCDerivativeMasterAgreements/payment obligation)

Definition: Obligation to make payments on transactions transacted under the Master Agreement, as specified in any Confirmation made by that party.

Synonym:

Model-Generated Definition:

A kind of o t c derivatives master agreement obligation. A valid occurrence may have the following properties:

payment obligation as delivery

Definition: Obligation for payment in settlement of a transaction when this payment takes the form of delivery of some payment in kind.

Synonym:

Model-Generated Definition:

A kind of payment obligation. A valid occurrence may have the following properties:

payment place specification method

Definition: Selection of possible places to be specified for the payments in a Master Agreement.

Synonym:

Model-Generated Definition:

A kind of method.

payment place specified either in master agreement or confirmation

Definition:

Synonym:

Model-Generated Definition:

A kind of payment place specification method.

payment place specified in confirmation message

Definition:

Synonym:

Model-Generated Definition:

A kind of payment place specification method.

payment place specified in master agreement

Definition:

Synonym:

Model-Generated Definition:

A kind of payment place specification method.

payment process

Definition:

Synonym:

Model-Generated Definition:

payment schedule (from package /Provisional/Loans/Loan Contracts/LoanGeneric/payment schedule)

Definition: a Schedule of amounts of principal and interest that are due over the term of the loan in order to fully pay off the obligation

Synonym:

Model-Generated Definition:

A kind of schedule. A valid occurrence satisfies the following necessary condition:

payment schedule (from package /Release/Foundations/Products And Services/PaymentsAndSchedules/payment schedule)

Definition: schedule for delivery of money in fulfillment of an obligation, such as a coupon payment schedule, loan payment schedule, interest payment schedule

Synonym:

Model-Generated Definition:

A kind of schedule. A valid occurrence satisfies the following necessary condition:

payment service

Definition: a financial service that involves acceptance of electronic payments by a variety of payment methods including credit card, bank-based payments such as direct debit, bank transfer, and real-time bank transfer based on online banking

Synonym:

Model-Generated Definition:

A kind of merchant service. A valid occurrence satisfies the following necessary condition:

payment speed

Definition:

Synonym:

Model-Generated Definition:

A kind of rate. A valid occurrence satisfies the following necessary condition:

payoff assets list

Definition: The list of n assets which are used to determine a best or worst value in determining conditinal payoff commitments.

Synonym:

Model-Generated Definition:

A kind of asset underlier.

payoff commitment reference asset

Definition:

Synonym:

Model-Generated Definition:

payroll service

Definition: a financial service, typically provided to small businesses that are not large enough to have an internal finance organization, that involves managing payment of wages to employees

Synonym:

Model-Generated Definition:

A kind of financial service.

penalty interest balance applicability

Definition: Selection of types of balance to which pre-payment interest penalties may be applied.

Synonym:

Model-Generated Definition:

A kind of method.

percentage (from package /Informative/Foundations/Utilities Ext/Values/percentage)

Definition:

Synonym:

Model-Generated Definition:

A kind of Number and numeric ratio.

percentage (from package /Release/Foundations/Utilities/BusinessFacingTypes/percentage)

Definition: a proportion of something expressed as a percentage amount

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

percentage c a v

Definition: Percentage specified as percent of CAV (Cumulative Average Value)

Synonym:

Model-Generated Definition:

A kind of rate basis type.

percentage monetary amount

Definition: a measure of some amount of money expressed as a percentage of some other amount, some notional amount or some concrete money amount

Synonym:

Model-Generated Definition:

A kind of monetary measure. A valid occurrence may have the following properties:

percentage par

Definition: Figure specified as a percentage of Par Value

Synonym:

Model-Generated Definition:

A kind of rate basis type.

percentage strike price specification

Definition:

Synonym:

Model-Generated Definition:

A kind of strike price specification. A valid occurrence may have the following properties:

perception of risk

Definition:

Synonym:

Model-Generated Definition:

performance determination method

Definition: A method for performance determination (e.g. Time weighted and money weighted, annualized, gross of fee) along with the time frame in which this is determined. PLUS Performances NamePeriod

Synonym:

Model-Generated Definition:

A kind of method. A valid occurrence may have the following properties:

periodic date series

Definition: A series of dates at regular intervals.

Synonym:

Model-Generated Definition:

A kind of periodic time series. A valid occurrence satisfies the following necessary conditions:

periodic scheduled event date

Definition: the date on which a schedule event occurs in some parametric schedule

Synonym:

Model-Generated Definition:

A kind of date.

periodic time series

Definition:

Synonym:

Model-Generated Definition:

A kind of temporal thing. A valid occurrence satisfies the following necessary condition:

perpetual floating rate note

Definition: A Floating Rate Note in which ... information to follow.

Synonym:

Model-Generated Definition:

A kind of floating rate note.

person

Definition: a person; any member of the species homo sapiens

Synonym: natural person

Model-Generated Definition:

A kind of autonomous agent. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

personal assessment facts at approval (please review)

Definition: Pertinent economic facts about an individual person at the time a given loan was approved.

Synonym:

Model-Generated Definition:

A kind of personal dated facts (please review). A valid occurrence satisfies the following necessary condition:

personal consumption expenditures

Definition: an economic indicator representing a measure of the value of the goods and services purchased by, or on the behalf of, 'persons'

Synonym:

Model-Generated Definition:

A kind of economic indicator.

personal dated facts (please review)

Definition: Facts about a natural person. These are facts that are true as at a given time.

Synonym:

Model-Generated Definition:

A kind of borrower ongoing dated facts (please review) and information. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

personal loan (please review)

Definition: Consumer Loan: The recipient (borrower) is an end consumer. Types: Home Mortgage

Synonym:

Model-Generated Definition:

A kind of loan drawdown. A valid occurrence satisfies the following necessary condition:

personal loan borrower (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of loan borrower. A valid occurrence satisfies the following necessary condition:

personal loan borrower assessment information (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of loan application borrower assessment information. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

personal loan contract (please review)

Definition: The contract for a loan which is advanced to an individual human beings or two more individual human beings in their personal capacities.

Synonym:

Model-Generated Definition:

A kind of loan contract. A valid occurrence satisfies the following necessary conditions:

personal mortgage loan borrower assessment information (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of mortgage loan borrower assessment information (please review) and personal loan borrower assessment information (please review).

personal name

Definition: The name of an individual person.

Synonym:

Model-Generated Definition:

A kind of name. A valid occurrence may have the following properties:

phase

Definition:

Synonym:

Model-Generated Definition:

A kind of time sensitive information.

phone number

Definition: a virtual address for communication via phone

Synonym:

Model-Generated Definition:

A kind of virtual address.

physical address

Definition: a physical address where communications can be addressed, papers served or representatives located for any kind of organization or person

Synonym:

Model-Generated Definition:

A kind of address. A valid occurrence satisfies the following necessary conditions:

physical asset

Definition: A Physical Thing held by some party and having some value.

Synonym:

Model-Generated Definition:

A kind of measurable asset. A valid occurrence satisfies the following necessary condition:

physical item

Definition: Something you can touch.

Synonym:

Model-Generated Definition:

physical location

Definition: A location in physical space

Synonym:

Model-Generated Definition:

A kind of location.

physical site

Definition: A physical site is a an actual location that situates something, typically a structure or building, archeological dig, landing location for an aircraft or spacecraft, etc. From biology, this could also be the site of a wound, and active site, and so forth. A physical site has certain characteristics that contribute to the context it provides, including area, shape, accessibility, and in the case of a geographic site, landforms, soil and ground conditions, climate, and so forth.

Synonym:

Model-Generated Definition:

A kind of site. A valid occurrence satisfies the following necessary conditions:

planned amortization class bond

Definition: Planned Amortization Class tranche.This is a tranche where the principal payment must follow a certain schedule.

Synonym:

Model-Generated Definition:

A kind of agency c m o. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

point of purchase survey

Definition: a program conducted on a regular basis that provides information on purchases of various items and services by consumers

Synonym:

Model-Generated Definition:

A kind of statistical program.

policy

Definition: A high-level overall plan embracing the general goals and acceptable procedures especially of a governmental body Further notes: A policy defines the requirements and constraints for a strategy in which some entity pursues some goals.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

polity

Definition: a legal person that is a supranational entity, crown, state, or subordinate civil authority, such as a province, prefecture, county, municipality, city, or district representing the people of that entity

Synonym:

Model-Generated Definition:

A kind of legal person. A valid occurrence satisfies the following necessary conditions:

pool

Definition: a combination of resources for a common purpose or benefit

Synonym:

Model-Generated Definition:

A kind of collection. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

pool analytical parameter

Definition: Paramater that describes some aspect of the behaviour of some kind of pool.

Synonym:

Model-Generated Definition:

A kind of analytical information.

pool backed deal prospectus

Definition: Prospectus describing the terms of the issue and each of the instruments included in the pool backed security issue. Term origin:SMER

Synonym:

Model-Generated Definition:

A kind of debt issue prospectus.

pool backed securities deal

Definition: The issue of a series of Pool Backed Security certificates. These are (at least in this context) securities issued backed by a pool of individual loans, mortgages or other individual loan products.

Synonym:

Model-Generated Definition:

A kind of debt offer issue. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

pool backed security instrument

Definition: A type of bond or note which derives its cashflow from some underlying pool of debt in which loans or mortgage advanced to borrowers are pooled together for the purposes of creating this type of security. Further notes: This is distinguished from CDO instruments which have an underlying pool of debt securities, as distinct from an underlying pool of loan products such as mortgages, credit cards or loans.

Synonym:

Model-Generated Definition:

A kind of cash structured finance instrument. A valid occurrence satisfies the following necessary conditions:

pool backed security issuer

Definition: The issuer of a Pool Backed Security. This may be an Asset Backed Security, Mortgage Backed Security or CDO.

Synonym:

Model-Generated Definition:

A kind of security issuer. A valid occurrence satisfies the following necessary condition:

pool constituent

Definition: something that is a component of a pool

Synonym:

Model-Generated Definition:

A kind of thing in role that can be recognized when an occurrence meets one of the following conditions:

pool equity

Definition: a share or proportion of the capital gains in some pool investment such as a fund or a debt asset pool

Synonym:

Model-Generated Definition:

A kind of equity. A valid occurrence satisfies the following necessary condition:

pool factor

Definition: How much of the original pool is still outstanding. This is a number below one. Expressed as percentage.

Synonym:

Model-Generated Definition:

A kind of reference factor. A valid occurrence may have the following properties:

pool of individual debts

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

pool paydown rate

Definition: The rate at which the pool is paying down. This is based on observed factor. CPR, SMM, etc. etc. Measured differently for different kinds of security. CBO might have a prepayment rate for example if the underlying bond is callable. with a non agency mortgge dela, defualts will effect this. so for instance there is principal is no lnger inthe pool because the mortgagee defaults. With agency these are not taken out in the case of default but for non agency these mortgages are removed from the pool if and when a mortgagee defualts.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

pool weighted average loan age

Definition: A dollar-weighted average measuring the age of the individual loans in a mortgage pass-through or pooled security, such as Ginnie Mae or a Freddie Mac security. The WALA is measured as the time in months since the origination of the loans, with the weighting based on each loan's size in proportion to the aggregate total of the pool.

Synonym:

Model-Generated Definition:

A kind of loan pool analytic. A valid occurrence satisfies the following necessary condition:

pool weighted average remaining maturity

Definition: The weighted average of the time until all maturities on loans in a pool. The higher the weighted average to maturity of the loans, the longer the loans in the pool have until maturity. REVIEW: Adapted from instrument specific definition from Investopedia. Review of 23 September identified that certain figures exist for pool and for instrument, whereas Investopedia definition was for Instrument (tranche, class etc.).

Synonym:

Model-Generated Definition:

A kind of loan pool analytic. A valid occurrence satisfies the following necessary condition:

populated place

Definition: a community in which people live or have lived, without being specific as to size, population or importance

Synonym:

Model-Generated Definition:

A kind of physical location.

population not in the labor force

Definition: a subset of the civilian, noninstitutional population, that is considered neither employed nor unemployed by the reporting agency during the reporting period

Synonym:

Model-Generated Definition:

A kind of civilian non-institutional population.

portfolio

Definition: a collection of investments (financial assets) such as stocks, bonds and cash equivalents, as well as mutual funds

Synonym:

Model-Generated Definition:

A kind of collection. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

portfolio benchmark

Definition: Security or other price against which the performance of the portfolio is evaluated.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

portfolio holding

Definition: the contents of holding of one or more portfolios of investments held by an individual investor or entity

Synonym:

Model-Generated Definition:

A kind of financial asset. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

portfolio investment strategy

Definition: The manner in which the portfolio manager tries to reach the funds objectives.

Synonym:

Model-Generated Definition:

A kind of investment strategy. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

portfolio manager

Definition: Person or entity responsible for day to day investment decisions for a fund or asset.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

position

Definition: an investor's stake, i.e., a holding, in a particular asset (such as an individual security)

Synonym:

Model-Generated Definition:

A kind of holding. A valid occurrence satisfies the following necessary condition:

positive integer value

Definition:

Synonym:

Model-Generated Definition:

A kind of numeric value. A valid occurrence satisfies the following necessary condition:

post box

Definition: A PO Box.

Synonym:

Model-Generated Definition:

A kind of physical location.

post code area

Definition: a physical area uniquely identified by some postal code

Synonym:

Model-Generated Definition:

A kind of geophysical location and physical location. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

postal address

Definition: a physical address where postal communications can be addressed, for any kind of organization or person

Synonym:

Model-Generated Definition:

A kind of physical address.

postal address element

Definition: Text which is part of some Postal Address. Editorial Note: This is labeled as Address Element but is specific to Postal Addresses. The more general term for elements of any type of address is Address Component. This also covers e.g. network addresses, URIs.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

postal code

Definition:

Synonym:

Model-Generated Definition:

A kind of postal address element. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

postpaid premium type

Definition:

Synonym:

Model-Generated Definition:

A kind of option premium pre or post type.

PoundSterlingLIBOR

Definition:

Synonym:

Model-Generated Definition:

A kind of London Interbank Offered Rate.

power of attorney

Definition: Written legal authority given by one party (the principal) to another (the agent or attorney-in-fact) to act on the principals behalf. It may be a (1) General power Of attorney that authorizes the agent to act generally on behalf of the principal, or (2) Special power of attorney that is limited to a specific act or situation. Decisions made and actions taken by an attorney in fact (within the scope of his or her authority) are legally binding on the principal. A power of attorney can remain in force only so long as the principal is alive and does not become disabled or incapacitated. Although it is often conferred on the principals attorney, one does not need to be an attorney at law to be an attorney-in-fact.

Synonym:

Model-Generated Definition:

A kind of legal capacity. A valid occurrence satisfies the following necessary condition:

pre approval contract

Definition: a written commitment to lend when specified conditions are met, e.g. finding suitable property, and unchanged creditworthiness

Synonym:

Model-Generated Definition:

A kind of written contract. A valid occurrence satisfies the following necessary conditions:

pre-approval request

Definition: a request from a potential borrower that a lender commit to pre-approving the borrower for a loan of up to a specified amount of money

Synonym:

Model-Generated Definition:

A kind of request. A valid occurrence satisfies the following necessary conditions:

precedence right

Definition: The rights of various parties in respect of the assets of some entity in the event of that entity being wound up.

Synonym:

Model-Generated Definition:

A kind of contractual right.

preference

Definition:

Synonym:

Model-Generated Definition:

preference share

Definition:

Synonym:

Model-Generated Definition:

A kind of share. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

preference share coupon

Definition: Agreed Dividend or Coupon payments to the holder of a Preferred Share.

Synonym:

Model-Generated Definition:

A kind of timed parameter. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

preferred coupon payment term set

Definition: Terms for payment of a Dividend on a Preferred Stock.

Synonym:

Model-Generated Definition:

A kind of dividend terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

preferred share in fund

Definition:

Synonym:

Model-Generated Definition:

A kind of fund share class unit.

premium instrument

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

premium payer

Definition: The party responsible for making the payment of an Equity Option Premium.

Synonym:

Model-Generated Definition:

A kind of option party. A valid occurrence satisfies the following necessary condition:

premium percentage of notional expression

Definition: The expression of the premium as a percentage of the notional value of the transaction.

Synonym:

Model-Generated Definition:

A kind of option premium expression. A valid occurrence may have the following properties:

premium price per option expression

Definition: The expression of the premium as a function of the number of options.

Synonym:

Model-Generated Definition:

A kind of option premium expression. A valid occurrence may have the following properties:

premium receiver

Definition: The party that receives the payments of an Equity Option Premium. FpML: 'A reference to the party that receives the payments corresponding to this structure.'

Synonym:

Model-Generated Definition:

A kind of option party.

premium value

Definition:

Synonym:

Model-Generated Definition:

A kind of DebtRelativeValueSelection.

prepaid premium type

Definition:

Synonym:

Model-Generated Definition:

A kind of option premium pre or post type.

prepayment (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of value changing activity (please review).

prepayment speed

Definition: The rate at which the pool is paying down.

Synonym:

Model-Generated Definition:

A kind of loan pool analytic. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

prescriptive event

Definition: An event whereby a debt security comes to the end of its life and the debt is paid off (redeemed).

Synonym:

Model-Generated Definition:

present

Definition:

Synonym:

Model-Generated Definition:

A kind of Tense.

price (from package /Release/Foundations/Accounting/CurrencyAmount/price)

Definition: an amount of money, goods, or services requested, expected, required, or given in exchange for something else

Synonym:

Model-Generated Definition:

A kind of quantity value.

price (from package /Informative/Foundations/Accounting Ext/AccountsMain/price)

Definition: Some monetary value ascribed to something, as being a measure of its value or perceived value.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

price analytic

Definition: Information that is about prices, rather than actually being a price.

Synonym:

Model-Generated Definition:

A kind of financial instrument analytical parameter and market data. A valid occurrence satisfies the following necessary condition:

price barter specification

Definition: The specification of the price of some item in terms of the number of some other (non currency) items of value that may exchanged for some quantity of the item so prices.

Synonym:

Model-Generated Definition:

A kind of price exchange specification. A valid occurrence may have the following properties:

price determination method

Definition: The way in which the price of something is determined or is to be determined.

Synonym:

Model-Generated Definition:

A kind of variable determination method.

price exchange specification

Definition: The specification of a price in terms of the exchange of some quantity of some item of value in return for some quantity of the item so priced. That is, a simple price or exchange ratio which specifies the amount of an asset that will be exchanged for another asset;

Synonym:

Model-Generated Definition:

A kind of price specification and timed parameter. A valid occurrence satisfies the following necessary conditions:

price interpolation specification

Definition: A price which is an interpolation between two publicly available prices fo rths instrument.

Synonym:

Model-Generated Definition:

A kind of price parameter specification. A valid occurrence satisfies the following necessary condition:

price model specification

Definition: The specification of a price using a model.

Synonym:

Model-Generated Definition:

A kind of price parameter specification. A valid occurrence satisfies the following necessary condition:

price parameter specification

Definition: The specification of a price as a quote of the primary parameter passed into an algorithm used to calculate the Present Value of the relevant Asset.

Synonym:

Model-Generated Definition:

A kind of formula argument and price specification. A valid occurrence satisfies the following necessary condition:

price rate spread specification

Definition: The specification of a price in terms of the difference between that price as a percentage, and some publicly available rate at that same point in time, such as the interest rate on a Treasury Note or an inter-bank rate (IBOR).

Synonym:

Model-Generated Definition:

A kind of price spread specification.

price ratio specification

Definition: The specification of a price in terms of some ratio to the face value of the item, expressed as a percentage. Security price per Hundred.

Synonym:

Model-Generated Definition:

A kind of price exchange specification. A valid occurrence may have the following properties:

price specification

Definition: The specification of a price, that is some formal and actionable definition of the value in exchange of some item.

Synonym:

Model-Generated Definition:

price spread

Definition: The difference between two prices.

Synonym:

Model-Generated Definition:

A kind of spread. A valid occurrence may have the following properties:

price spread specification

Definition: The specification of a price in terms of the difference between that price and some other paramater at that same point in time.

Synonym:

Model-Generated Definition:

A kind of price parameter specification. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

price structure

Definition: a structured collection of quoted prices, such as market prices for some index or security, such that volatility may be constructed for the structure

Synonym:

Model-Generated Definition:

A kind of structured collection. A valid occurrence satisfies the following necessary condition:

price value

Definition: Value given to a price. FIBIM

Synonym:

Model-Generated Definition:

price volatility specification

Definition: The specification of an option price in terms of its volatility, that being a measure of the variability of the price of the transaction over which the beneficiary of the option has control.

Synonym:

Model-Generated Definition:

A kind of price parameter specification. A valid occurrence may have the following properties:

price yield spread specification

Definition: The specification of a price in terms of the difference between the yield that an investor requires for an investment and the published yield on some reference instrument at that same point in time, such as a Treasury Note.

Synonym:

Model-Generated Definition:

A kind of price spread specification. A valid occurrence satisfies the following necessary condition:

pricing model

Definition: The model used in the Price Model Specification.

Synonym:

Model-Generated Definition:

A kind of mathematical model. A valid occurrence may have the following properties:

primary borrower

Definition:

Synonym:

Model-Generated Definition:

A kind of loan borrower.

primary business address relation

Definition:

Synonym:

Model-Generated Definition:

A kind of business site. A valid occurrence may have the following properties:

primary federal regulator

Definition: the primary federal regulator for an institution as defined by the National Information Center (NIC) registry

Synonym:

Model-Generated Definition:

A kind of regulatory agency that can be recognized when an occurrence meets one of the following conditions:

primary global

Definition:

Synonym:

Model-Generated Definition:

A kind of trading location preference.

primary local

Definition:

Synonym:

Model-Generated Definition:

A kind of trading location preference.

principal

Definition: the value of an obligation, such as a bond or loan, raised and that must be repaid at maturity

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

principal only

Definition:

Synonym:

Model-Generated Definition:

A kind of amortization type.

principal payment calculation formula

Definition: A formula for calculation of principal payments.

Synonym:

Model-Generated Definition:

A kind of formula. A valid occurrence satisfies the following necessary condition:

principal payment formula expression

Definition: The expression of the formula by which the payment of principal is formally described.

Synonym:

Model-Generated Definition:

A kind of formula expression.

principal plus interest

Definition:

Synonym:

Model-Generated Definition:

A kind of amortization type.

principal repayment terms

Definition: contract terms that specify requirements for repayment of the principal

Synonym:

Model-Generated Definition:

A kind of debt terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

principal s t r i p

Definition: A Debt Instrument which consists of the principal component alone, of a Debt Security.

Synonym:

Model-Generated Definition:

A kind of s t r i p. A valid occurrence may have the following properties:

principal underwriter

Definition: Principal underwriter of or for any investment company other than a closed-end company, or of any security issued by such a company, means any underwriter who as principal purchases from such company, or pursuant to contract has the right (whether absolute or conditional) from time to time to purchase from such company, any such security for distribution, or who as agent for such company sells or has the right to sell any such security to a dealer or to the public or both, but does not include a dealer who purchases from such company through a principal underwriter acting as agent for such company. Principal underwriter of or for a closed-end company or any issuer which is not an investment company, or of any security issued by such a company or issuer, means any underwriter who, in connection with a primary distribution of securities, (a) is in privity of contract with the issuer or an affiliated person of the issuer; (b) acting alone or in concert with one or more other persons, initiates or directs the formation of an underwriting syndicate; or (c) is allowed a rate of gross commission, spread, or other profit greater than the rate allowed another underwriter participating in the distribution.

Synonym:

Model-Generated Definition:

A kind of underwriter.

priority level

Definition: the level of priority that guaranty has in the context of the contract, for example for a credit enhancement priority

Synonym:

Model-Generated Definition:

A kind of contractual element.

private company with limited liability

Definition: a hybrid business entity having certain characteristics of both a corporation and a partnership or sole proprietorship (depending on how many owners there are).

Synonym:

Model-Generated Definition:

A kind of business entity, formally constituted organization, and juridical person.

private equity

Definition:

Synonym:

Model-Generated Definition:

A kind of shareholder equity.

private equity holding

Definition: A holding of private equity.

Synonym:

Model-Generated Definition:

A kind of portfolio holding. A valid occurrence satisfies the following necessary condition:

private interest foundation

Definition: A form of foundation registered in Panama.

Synonym:

Model-Generated Definition:

A kind of foundation.

private label m b s deal

Definition:

Synonym:

Model-Generated Definition:

A kind of m b s deal.

private offering

Definition: an offering for the sale of stocks, bonds, or other investments directly to an institutional or other qualified investor

Synonym: private placement

Model-Generated Definition:

A kind of securities offering. A valid occurrence satisfies the following necessary condition:

private placement memorandum

Definition: a legal document stating the objectives, risks and terms of investment involved with a private placement

Synonym: offering memorandum

Model-Generated Definition:

A kind of offering document.

privately held company

Definition: A firm whose issued shares are all held by a family or a small group of investors and, therefore, cannot be bought by the public.

Synonym:

  • privately held corporation
  • closed corporation

Model-Generated Definition:

A kind of stock corporation.

privately held share

Definition:

Synonym:

Model-Generated Definition:

A kind of share. A valid occurrence satisfies the following necessary condition:

privilege

Definition: The alienable liberty to do something.

Synonym:

Model-Generated Definition:

A kind of alienable right.

pro rata call

Definition:

Synonym:

Model-Generated Definition:

A kind of partial call allocation.

probability

Definition:

Synonym:

Model-Generated Definition:

A kind of numerical parameter. A valid occurrence may have the following properties:

probability distribution

Definition:

Synonym:

Model-Generated Definition:

A kind of mathematical model.

probability of default

Definition: The probability of some default on some obligation.

Synonym:

Model-Generated Definition:

A kind of probability.

process role business entity

Definition: Some business entity that stands in some role.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

producer

Definition: the manufacturer of a product, also called maker

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

producer price index

Definition: an economic indicator representing a measure of the rate of change over time in the prices of goods and services bought and sold by producers

Synonym:

Model-Generated Definition:

A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:

product (from package /Release/Foundations/Products And Services/ProductsAndServices/product)

Definition: A commercially distributed good that is (1) tangible property, (2) the output or result of a fabrication, manufacturing, or production process, or (3) something that passes through a distribution channel before being consumed or used.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

product (from package /Informative/Foundations/ProductsAndServicesExt/Products And Services Extensions/product)

Definition:

Synonym:

Model-Generated Definition:

A kind of continuant thing and relative thing.

product disclosure requirement (please review)

Definition: A requirement governing what representations can be made about a product, as it affects the consumer.

Synonym:

Model-Generated Definition:

A kind of disclosure requirement (please review). A valid occurrence satisfies the following necessary conditions:

product disclosure right (please review)

Definition: The right to information about products at the point of purchasing these.

Synonym:

Model-Generated Definition:

A kind of information right (please review).

product identifier

Definition: an identifier for a product

Synonym:

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

product lifecycle

Definition: an arrangement that compares the cyclical nature of families, organizations, processes, products, marketing, and order management, portfolio management or other systems with the cradle to grave life stages (birth, growth, maturity, decay, and death) of living organisms

Synonym:

Model-Generated Definition:

A kind of classification scheme. A valid occurrence satisfies the following necessary conditions:

product lifecycle event

Definition: a kind of event that occurs during one or more stages of a product lifecycle

Synonym:

Model-Generated Definition:

A kind of occurrence kind. A valid occurrence satisfies the following necessary conditions:

product lifecycle event occurrence

Definition: an occurrence of an event that occurs during a specific stage of a specific product lifecycle

Synonym:

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary conditions:

product lifecycle occurrence

Definition: a realization of a product lifecycle

Synonym:

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary conditions:

product lifecycle stage

Definition: a phase in a product lifecycle

Synonym:

Model-Generated Definition:

A kind of classifier. A valid occurrence satisfies the following necessary conditions:

product lifecycle stage occurrence

Definition: an instance of a phase in an occurrence of a given product lifecycle

Synonym:

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary conditions:

productivity

Definition: an economic indicator representing a ratio of a volume measure of output to a volume measure of input use

Synonym:

Model-Generated Definition:

A kind of economic indicator and expression. A valid occurrence satisfies the following necessary condition:

profit objective

Definition: an objective that reflects pursuit of a financial benefit that may be realized when the amount of revenue gained from a business activity exceeds the expenses, costs and taxes needed to sustain that activity

Synonym:

  • for profit objective
  • profit motive

Model-Generated Definition:

A kind of business objective.

project goal

Definition: Some stated goal of a project as set out in the project planning documentation.

Synonym:

Model-Generated Definition:

A kind of goal.

project risk

Definition:

Synonym:

Model-Generated Definition:

A kind of risk. A valid occurrence satisfies the following necessary condition:

project risk consequence

Definition:

Synonym:

Model-Generated Definition:

A kind of impact. A valid occurrence satisfies the following necessary condition:

projected coupon payment value

Definition: Projected Coupon amount, along with parameters defining when and how this is projected.

Synonym:

Model-Generated Definition:

A kind of projected value. A valid occurrence may have the following properties:

projected value

Definition: The value is some projected future value.

Synonym:

Model-Generated Definition:

A kind of value. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

promised cash flow asset

Definition: An asset which takes the form of some promised future cashflow. This may be securitized.

Synonym:

Model-Generated Definition:

A kind of asset. A valid occurrence may have the following properties:

promissory note

Definition: a promissory note is a written, signed, unconditional, and unsecured promise by one party (the maker or promisor) to another (the payee or promisee) that commits the maker to pay a specified sum on demand, or on a fixed or a determinable date

Synonym:

Model-Generated Definition:

A kind of unilateral contract and written contract.

property asset

Definition: A physical property (building) regarded as an asset.

Synonym:

Model-Generated Definition:

A kind of physical asset. A valid occurrence satisfies the following necessary condition:

property buyer (please review)

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

property collateral valuation (please review)

Definition: A valuation of the collateral Real Property to support the Property collateral Arrangement

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

property inspection

Definition: the act of analyzing one or more aspects of a real property for independent assessment of status or deficiency

Synonym:

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary conditions:

property lenders valuation type selection

Definition:

Synonym:

Model-Generated Definition:

property owner

Definition:

Synonym:

Model-Generated Definition:

A kind of owner.

property purchase and sale (please review)

Definition: The sale and purchase of real estate.

Synonym:

Model-Generated Definition:

A kind of property related activity (please review). A valid occurrence satisfies the following necessary condition:

property related activity (please review)

Definition: not sure if this is useful as a common class. Used for grouping of new activity terms around mortgage lending and propery purchase for now

Synonym:

Model-Generated Definition:

property usage

Definition: a category indicating the manner in which the borrower intends to utilize the property

Synonym:

Model-Generated Definition:

A kind of classifier.

property valuation (please review)

Definition: The activity whereby some real estats is valued by some agent, for some purpose (for example, for the purpose of granting or denoying a loan).

Synonym:

Model-Generated Definition:

A kind of property related activity (please review). A valid occurrence satisfies the following necessary condition:

property valuation historical information (please review)

Definition: Valuation of the property at some point in time.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

property valuer (please review)

Definition: The party which carries out the valluation of the property for the purpose of a mortgage loan. Further notes: Also: See Event State Analysis at Fannie Mae, for core processes, as partof the enterprise data architecture transformation, e.g. ESA for single family and multi family loans.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

proprietary security identification scheme

Definition: a security identification scheme published by a data provider or other commercial entity

Synonym:

Model-Generated Definition:

A kind of security identification scheme. A valid occurrence may have the following properties:

proprietary security identifier

Definition: an identifier supplied by a commercial data provider or government, such as a RIC code

Synonym:

Model-Generated Definition:

A kind of security identifier. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

prospectus (from package /Informative/Foundations/InformationExt/Documentation/prospectus)

Definition: A document which at one and the same time describes some future potential investment and sets out the legal terms which will form part of the contract which embodies that investment, should the recipient choose to invest as described in the prospectus. Term origin:SR Modeling

Synonym:

Model-Generated Definition:

A kind of formal document.

prospectus (from package /Release/Securities/Securities/SecuritiesIssuance/prospectus)

Definition: a formal, written offering document to sell securities that provides the facts an investor needs to make an informed investment decision

Synonym:

Model-Generated Definition:

A kind of offering document.

protection buyer

Definition: The party which buys protection against a default on the Reference Obligation, from the Protection Seller.

Synonym:

Model-Generated Definition:

A kind of c d s party. A valid occurrence satisfies the following necessary condition:

protection seller

Definition: The party which sells protection against a default on the Reference Obligation, to the Protection Buyer. This party commits to purchase the Refernce Obligation or some agreed alternative (the Deliverable Obligation), or settle for an equivalent amount in cash, in the event that the Credit Event defined in the contract takes place.

Synonym:

Model-Generated Definition:

A kind of c d s party. A valid occurrence satisfies the following necessary condition:

public offering

Definition: an offering of securities for sale to the investment public, after compliance with registration requirements of the relevant regulatory authorities

Synonym:

Model-Generated Definition:

A kind of securities offering. A valid occurrence satisfies the following necessary condition:

public private issue facet

Definition: Classification facet.

Synonym:

Model-Generated Definition:

public purpose

Definition: an objective that reflects values generally thought to be shared by and that is intended to benefit the populace as a whole

Synonym: public interest

Model-Generated Definition:

A kind of objective.

public record

Definition: a record about an action involving a party that is publicly available from court or other government agencies

Synonym:

Model-Generated Definition:

A kind of record. A valid occurrence satisfies the following necessary conditions:

public record category

Definition: a particular classification of public record, e.g. tax lien, wage garnishment, foreclosure

Synonym:

Model-Generated Definition:

A kind of classifier.

public shareholder

Definition: a shareholder that holds publicly issued shares in a listed company

Synonym:

Model-Generated Definition:

A kind of shareholder.

publication

Definition: anything made public by print (such as a newspaper, magazine, pamphlet, letter, telegram, via computer modem or program, or in a poster, brochure or pamphlet), orally, or by broadcast (radio, television)

Synonym:

Model-Generated Definition:

A kind of document. A valid occurrence may have the following properties:

publicly held company

Definition: a company whose shares are traded and held publicly

Synonym:

Model-Generated Definition:

A kind of stock corporation.

publicly issued debt (from package /Informative/Securities/Debt/Debt Foundations Ext/DebtInstrumentsExt/publicly issued debt)

Definition: An amount of Debt issued under a given Debt security.

Synonym:

Model-Generated Definition:

A kind of issued debt. A valid occurrence may have the following properties:

publicly issued debt (from package /Release/Securities/Debt/DebtInstruments/publicly issued debt)

Definition: an issued debt in the form of a tradable debt instrument (security)

Synonym:

Model-Generated Definition:

A kind of issued debt. A valid occurrence may have the following properties:

publicly issued equity

Definition: The equity which exists in an incorporated company, which has been issued to the public in the form of shares. This class defines the equity itself, as distinct from the shares which give a holder the ownership of that equity, i.e. this is what is owned by the share holder.

Synonym:

Model-Generated Definition:

A kind of shareholder equity. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

publicly traded share

Definition: A publicly traded security that signifies ownership in a corporation and represents a claim on part of the corporation's assets and earnings.

Synonym:

Model-Generated Definition:

A kind of equity instrument, exchange traded security, registered security, and share. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

published end of day price

Definition: A price published by a market data vendor at the end of the trading day.

Synonym:

Model-Generated Definition:

A kind of debt published point in time price.

published financial information

Definition: published information made available by a financial information publisher

Synonym:

Model-Generated Definition:

A kind of publication. A valid occurrence may have the following properties:

published future value

Definition: A value defined in advance in a schedule, as part of the bond terms in the prospectus. an example of this is a stepped coupon in a bond.

Synonym:

Model-Generated Definition:

published information

Definition: Information put into the public domain by some party or sold at a profit.

Synonym:

Model-Generated Definition:

A kind of information. A valid occurrence satisfies the following necessary conditions:

published price

Definition: The price of some financial instrument on some market, published by some agent, in some suitable format.

Synonym:

Model-Generated Definition:

A kind of market data and timed parameter.

published price as rate spread

Definition: A debt instrument price quoted or defined in terms of a spread of that instrument's price with reference to some reference rate. The reference rate may be either a market interest rate such as an IBOR or the rate of interest on some reference instrument.

Synonym:

Model-Generated Definition:

A kind of debt published point in time price.

published price as treasury rate spread

Definition:

Synonym:

Model-Generated Definition:

A kind of published price as rate spread. A valid occurrence satisfies the following necessary condition:

published sinking fund amortization terms description

Definition: Terms for the paydown of principal in a sinking fund type of amortizing security.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

publisher (from package /Informative/Foundations/PublicationsExt/Publications/publisher)

Definition: An organization (such as a publishing house) which makes information. available.

Synonym:

Model-Generated Definition:

A kind of agent in role. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

publisher (from package /Release/Business Entities/Functional Entities/Publishers/publisher)

Definition: a party responsible for the printing or distribution of digital or printed information

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

publishing house (from package /Informative/Foundations/PublicationsExt/Publications/publishing house)

Definition: Some business entity which specializes in publishing information.

Synonym:

Model-Generated Definition:

A kind of formally constituted organization.

publishing house (from package /Release/Business Entities/Functional Entities/Publishers/publishing house)

Definition: some organization whose principal role is to publish information

Synonym:

Model-Generated Definition:

A kind of functional business entity. A valid occurrence satisfies the following necessary condition:

Purchase

Definition:

Synonym:

Model-Generated Definition:

A kind of mortgage loan purpose.

purchase price (please review)

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

purchase right

Definition: Anti-takeover device that gives a prospective acquiree’s shareholders the right to buy usually shares of the firm or shares of anyone who acquires the firm at a deep discount to their fair market value.

Synonym:

Model-Generated Definition:

A kind of stockholders rights instrument. A valid occurrence may have the following properties:

purpose

Definition: The context in which some thing is, may be or is planned to be put to some use by someone.

Synonym:

Model-Generated Definition:

purposive amount

Definition: An amount of something defined in terms of its usefulness for some purpose. Scope Note: Includes investment capital (an amount of capital intended or used for investment), and amounts of raw material used or to be used in e.g. manufacture of something.

Synonym:

Model-Generated Definition:

A kind of purposive thing. A valid occurrence satisfies the following necessary conditions:

purposive thing

Definition: Something described in terms of its purpose or potential purpose. Editorial Note: That which fulfils this role is generally taken to be some kind of Independent Thing However it is conceivable that the existence of some relative thing, for example an asset, may itself be put to a purpose over and above the role or context already defined for it, and wholly dependent on it being that relative thing and not siply a thing in itself. therefore the identity relationship is modeled with a range of Thing, but is modeled as a separate relationship to that of Relative Thing in order to make this conclusion explicit. This relationship need not be used in operational application ontologies as it adds no new logical assertion.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

put date

Definition: Date on which the instrument may be put.

Synonym:

Model-Generated Definition:

A kind of scheduled event date.

put event

Definition: an event associated with the put schedule for a debt instrument, i.e., an event involving the 'put', or surrender of the instrument by the holder

Synonym:

Model-Generated Definition:

A kind of occurrence kind.

put feature

Definition: a redemption provision giving the holder the right, but not the obligation, to sell a specified amount of the debt instrument (i.e., redeem it), prior to maturity

Synonym: put provision

Model-Generated Definition:

A kind of tradable debt instrument redemption provision. A valid occurrence satisfies the following necessary conditions:

put notification provision

Definition: a provision of a put feature defining notification requirements

Synonym:

Model-Generated Definition:

A kind of tradable debt instrument redemption provision. A valid occurrence may have the following properties:

put of issue

Definition: The putting i.e. the giving up of units of a Traded Security by Holders.

Synonym:

Model-Generated Definition:

A kind of explicitly scheduled event and redemption event. A valid occurrence satisfies the following necessary condition:

put option buyer

Definition: The Party which is the buyer of the Put Option. This party has the option but not the obligation to transact as the Seller of the Option Underlying.

Synonym:

Model-Generated Definition:

A kind of option buyer.

put option contract

Definition:

Synonym:

Model-Generated Definition:

A kind of option contract. A valid occurrence satisfies the following necessary conditions:

put option type

Definition:

Synonym:

Model-Generated Definition:

A kind of option type.

put option writing party

Definition: The Party which is the writer of the Put Option. This party has the obligation to transact as the Buyer of the Option Underlying.

Synonym:

Model-Generated Definition:

A kind of option writing party.

put premium

Definition: an amount over par that a debt instrument holder must pay to sell the security early

Synonym:

Model-Generated Definition:

A kind of monetary price.

put price

Definition: a price at which a debt instrument with a put feature may be sold by the holder

Synonym:

Model-Generated Definition:

A kind of monetary price.

put schedule (from package /Release/Securities/Debt/DebtInstruments/put schedule)

Definition: a schedule that defines the events associated with the put feature of a debt instrument, i.e, the dates on which the debt instrument may be sold at what price by the holder

Synonym:

Model-Generated Definition:

A kind of schedule. A valid occurrence satisfies the following necessary conditions:

put schedule (from package /Provisional/Securities/Debt/Debt Foundations/DebtCashflowTerms/put schedule)

Definition:

Synonym:

Model-Generated Definition:

A kind of schedule.

put schedule listing

Definition: Schedule of dates on which a Traded Security may be Put by the Holder.

Synonym:

Model-Generated Definition:

A kind of ad hoc schedule and put schedule. A valid occurrence satisfies the following necessary condition:

put terms

Definition: Contractual terms for a feature that provides the bond holder the contractual option to redeem the bond prior to the scheduled maturity date.

Synonym:

Model-Generated Definition:

A kind of contractual commitment. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

put window (from package /Release/Securities/Debt/DebtInstruments/put window)

Definition: an explicit period of time prior to a put date during which holder or agent must give notice to an issuer

Synonym:

Model-Generated Definition:

A kind of date period.

put window (from package /Provisional/Securities/Debt/Debt Foundations/DebtCashflowTerms/put window)

Definition: Window of number of days prior to a mandatory or optional redemption date that the issuer/agent must give notice to holders.

Synonym:

Model-Generated Definition:

A kind of duration description in calendar temporal unit. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Q
qualified investor restriction

Definition: a legal holding restriction specifying that only qualified investors may hold the security, optionally for a defined holding period (if this is not defined then the period is indefinite)

Synonym:

Model-Generated Definition:

A kind of legal holding restriction. A valid occurrence may have the following properties:

quantified raw material

Definition: Some measured or quantified amount of some raw material. Scope Note: This is a kind of economic resource i.e. it may be bought or sold or exchanged, or put to work in some process.

Synonym:

Model-Generated Definition:

A kind of quantified resource. A valid occurrence satisfies the following necessary condition:

quantified resource

Definition: An amount of something which is defined in terms of its use for some purpose.

Synonym:

Model-Generated Definition:

A kind of economic resource. A valid occurrence satisfies the following necessary condition:

quantitative amount

Definition: A measured amount of anything (material or time). This is an actual quantity of something rather than the abstract concept of the amount that something is of. Hence it is concrete not abstract.

Synonym:

Model-Generated Definition:

quantity

Definition: a property of a phenomenon, body, or substance, to which a number can be assigned with respect to a reference

Synonym:

Model-Generated Definition:

A kind of measure. A valid occurrence satisfies the following necessary condition:

quantity kind

Definition: a categorization type for ‘quantity’ that characterizes quantities as being mutually comparable

Synonym:

Model-Generated Definition:

A kind of classifier.

Quantity Reference

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

Quantity Referent

Definition:

Synonym:

Model-Generated Definition:

quantity value

Definition: number and measurement unit together giving magnitude of a quantity

Synonym:

Model-Generated Definition:

A kind of measure. A valid occurrence satisfies the following necessary condition:

quote price

Definition: A price quoted for the purchase or sale of a security.

Synonym:

Model-Generated Definition:

A kind of share price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

quoted exchange rate

Definition: an exchange rate quoted at a specific point in time, for a given block amount of currency as quoted against another (base) currency

Synonym:

Model-Generated Definition:

A kind of exchange rate and market rate. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

quoted price

Definition: a monetary price quoted by some publisher on a given date

Synonym:

Model-Generated Definition:

A kind of monetary price and published financial information. A valid occurrence satisfies the following necessary condition:

R
r e a claim

Definition: Some imbalance, at a given point in time, between the respective rights and obligations of two parties with respect to one another.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

r e a transaction obligation

Definition:

Synonym:

Model-Generated Definition:

A kind of contingent obligation.

r e a transaction right

Definition:

Synonym:

Model-Generated Definition:

A kind of contingent right.

race

Definition: a category based on a person's physical characteristics, such as bone structure and skin, hair, or eye color

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

rate (from package /Release/Foundations/Quantities/QuantitiesAndUnits/rate)

Definition: a quantity measured with respect to some other quantity

Synonym:

Model-Generated Definition:

A kind of quantity.

rate (from package /Informative/Foundations/MathExt/Math/rate)

Definition: The rate of change of some measurable parameter over some period of time.

Synonym:

Model-Generated Definition:

A kind of numerical parameter. A valid occurrence satisfies the following necessary conditions:

rate based observable

Definition:

Synonym:

Model-Generated Definition:

A kind of non-physical underlier, observable underlier, and observable value. A valid occurrence satisfies the following necessary conditions:

rate basis type

Definition: The type of basis for a percentage quoted figure, as used in specifying Bond Call percentage amounts. REVIEW: Does this same meaningful term have wider applicability?

Synonym:

Model-Generated Definition:

A kind of method.

rate-based derivative instrument

Definition:

Synonym:

Model-Generated Definition:

A kind of derivative instrument. A valid occurrence satisfies the following necessary condition:

rating

Definition: The standing of some thing within some lifecycle or process.

Synonym:

Model-Generated Definition:

A kind of code element and time sensitive information. A valid occurrence may have the following properties:

rating scheme

Definition:

Synonym:

Model-Generated Definition:

A kind of code set. A valid occurrence satisfies the following necessary condition:

ratio

Definition: a proportional relationship between two different numbers or quantities, or in mathematics a quotient of two numbers or expressions, arrived at by dividing one by the other

Synonym:

Model-Generated Definition:

A kind of expression and statistical measure.

ratio expression

Definition: a proportional relationship specifically between two different quantities or expressions, arrived at by dividing one by the other

Synonym:

Model-Generated Definition:

A kind of quantity and ratio. A valid occurrence satisfies the following necessary conditions:

Ratio System Of Quantities

Definition:

Synonym:

Model-Generated Definition:

A kind of system of quantities.

ratio value

Definition: a proportional relationship specifically between two different quantity values that gives rise to a datum of a specific quantity type

Synonym:

Model-Generated Definition:

A kind of quantity value and ratio. A valid occurrence satisfies the following necessary conditions:

raw material

Definition: An amount of some material intended to be used for some purpose e.g. in manufacture, refinery. Scope Note: This is out of scope for financial services applications (unless it is needed for various loan purposes). This may be implemented in manufacturing models to define various manufacturing and refinement purposes, but at this level it is more general than any one of those.

Synonym:

Model-Generated Definition:

A kind of purposive amount. A valid occurrence satisfies the following necessary condition:

raw materials sector

Definition: a classifier used for price indices related to raw materials purchased by industries in Canada for further processing

Synonym:

Model-Generated Definition:

A kind of industry sector classifier.

re po party

Definition: A party to a repurchase agreement.

Synonym:

Model-Generated Definition:

A kind of contract party.

real estate

Definition: land plus anything permanently fixed to it, including buildings, sheds and other items attached to the structure

Synonym:

Model-Generated Definition:

A kind of physical location. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

real property appraisal

Definition: an act of real estate valuation that determines the amount of money a real estate property is worth.

Synonym:

Model-Generated Definition:

A kind of valuation. A valid occurrence satisfies the following necessary conditions:

realized variable leg

Definition: Leg which relates to some statistical measure of performance of the underlying.

Synonym:

Model-Generated Definition:

A kind of swap leg. A valid occurrence satisfies the following necessary condition:

realized variable swap side terms

Definition: Terms for legs which relate to some statistical measure of performance of the underlying.

Synonym:

Model-Generated Definition:

receiver

Definition: A party appointed by some court for the purposes of winding up the affairs of some entity which is no longer solvent.

Synonym:

Model-Generated Definition:

A kind of de jure controlling interest party. A valid occurrence satisfies the following necessary condition:

record

Definition: a memorialization and objective evidence of activities performed, events occurred, results achieved, or statements made, regardless of its characteristics, media, physical form, or the manner in which it is recorded or stored

Synonym:

Model-Generated Definition:

A kind of collection.

recurrence interval

Definition: a time interval that is consistent between elements of a regular schedule

Synonym: frequency

Model-Generated Definition:

A kind of time interval.

redemption by bond number

Definition:

Synonym:

Model-Generated Definition:

A kind of extraordinary redemption method.

redemption by lot

Definition:

Synonym:

Model-Generated Definition:

A kind of extraordinary redemption method.

redemption event

Definition: An event whereby a debt security comes to the end of its life and the debt is paid off (redeemed).

Synonym:

Model-Generated Definition:

A kind of prescriptive event.

redemption in inverse order

Definition:

Synonym:

Model-Generated Definition:

A kind of extraordinary redemption method.

redemption payment

Definition:

Synonym:

Model-Generated Definition:

A kind of explicitly scheduled event and redemption event. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

redemption payment date

Definition:

Synonym:

Model-Generated Definition:

A kind of scheduled event date.

redemption price

Definition:

Synonym:

Model-Generated Definition:

A kind of fund price.

redemption provision

Definition: a contract provision enabling the issuer (writer) to regain possession through repayment of some stipulated price

Synonym:

Model-Generated Definition:

A kind of principal repayment terms.

redemption schedule

Definition:

Synonym:

Model-Generated Definition:

A kind of schedule.

redemption schedule listing

Definition: Schedule for payments of defined amounts of the Principal on a Debt Security.

Synonym:

Model-Generated Definition:

A kind of ad hoc schedule and redemption schedule. A valid occurrence satisfies the following necessary condition:

refer to fund order desk

Definition: Restriction requiring an investor to refer to the fund order desk prior to redeeming a fund.

Synonym:

Model-Generated Definition:

A kind of fund redemption restriction.

reference

Definition: a concept that refers to (or stands in for) another concept

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

  • classifies any number of occurrences of any type.
  • characterizes any number of occurrences of any type.
  • applies to any number of occurrences of any type.
  • denotes any number of occurrences of any type.
  • defines any number of occurrences of any type.
reference debt instrument

Definition: A debt instrument in the role of a reference instrument. Some property of the instrument is used in calculations, for example the interest or the yield of the instrument.

Synonym:

Model-Generated Definition:

A kind of parametric reference entity. A valid occurrence satisfies the following necessary condition:

reference document

Definition: a document that provides pertinent details for consultation about a subject

Synonym:

Model-Generated Definition:

A kind of document.

reference factor

Definition: Some factor which is referred to in calculations and which is itself calculated in order to perform those calculations.

Synonym:

Model-Generated Definition:

A kind of timed parameter. A valid occurrence may have the following properties:

reference index

Definition:

Synonym:

Model-Generated Definition:

A kind of market rate. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

reference index basket

Definition: The basket of securities which makes up a published index.

Synonym:

Model-Generated Definition:

A kind of basket of securities.

reference index constituent

Definition: A security which makes up part of a Reference Index.

Synonym:

Model-Generated Definition:

A kind of securities basket constituent.

reference index dated value (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of market parameter timed value (please review). A valid occurrence may have the following properties:

reference interest rate

Definition: a market rate that is a rate of interest paid by or agreed among some bank or set of banks

Synonym:

Model-Generated Definition:

A kind of interest rate and market rate. A valid occurrence may have the following properties:

Reference Material

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

reference sovereign bill

Definition: A Treasury Note or other sovereign debt the interest of which is used as a reference rate.

Synonym:

Model-Generated Definition:

A kind of reference debt instrument. A valid occurrence satisfies the following necessary condition:

referent

Definition: the concept that another concept stands for or refers to

Synonym:

Model-Generated Definition:

refunding purpose

Definition: A procedure whereby an issuer refinances outstanding bonds by issuing new bonds.

Synonym:

Model-Generated Definition:

A kind of debt issuance purpose.

reg b (please review)

Definition: US regulation concerning "Equal credit opportunity act" Electronic delivery of disclosures

Synonym:

Model-Generated Definition:

A kind of consumer credit equal treatment requirement (please review) and disclosure requirement (please review).

reg z (please review)

Definition: US Fed regulation "Truth in Lending Act" uniform standards for electronic delivery of disclosures

Synonym:

Model-Generated Definition:

A kind of product disclosure requirement (please review).

region

Definition: Some area of land, either within a country or state or encompassing several countries and states, and referred to as a Region for some purpose or other.

Synonym:

Model-Generated Definition:

A kind of geographical area.

regional government

Definition: an administrative body for a small geographic area, such as a county, smaller town, or other similar community

Synonym: local government

Model-Generated Definition:

A kind of government. A valid occurrence satisfies the following necessary condition:

regional sovereignty

Definition: the legal person that corresponds to an administrative division, administrative unit, administrative entity or country subdivision (or, sometimes, geopolitical division or subnational entity), that has the capacity to incur debt, issue contracts, and enter into relations with other similar entities

Synonym:

Model-Generated Definition:

A kind of polity. A valid occurrence satisfies the following necessary conditions:

registered address

Definition: The address at which an entity is registered and at which legal papers may be served.

Synonym:

Model-Generated Definition:

A kind of postal address.

registered address site

Definition: An official Registered Address of a company, as registered with the appropriate Companies Registry for the jurisdiction in which the company is registered, and at which legal proceedings may be served upon the entity.

Synonym:

Model-Generated Definition:

A kind of physical site.

registered multilateral trading facility

Definition: a multilateral system operated by an investment firm or market operator, which brings together multiple third-party buying and selling interests in financial instruments in the system, in accordance with non-discretionary rules, in a way that results in a contract in accordance with the provisions of Title II of the MiFID II

Synonym:

Model-Generated Definition:

A kind of multilateral trading facility. A valid occurrence satisfies the following necessary conditions:

registered security

Definition: a security that is registered with some registration authority and that may be traded in some trading venue (market)

Synonym:

Model-Generated Definition:

A kind of security. A valid occurrence satisfies the following necessary conditions:

registered shareholder

Definition: a shareholder that is registered on the shareholder registry for a company

Synonym:

Model-Generated Definition:

A kind of shareholder.

registrar

Definition: a party that has the capacity to act as a representative of a registration authority to provide registration services, including official record keeping

Synonym:

Model-Generated Definition:

A kind of responsible party. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

registration address

Definition: an address for a business, such as its legal address, headquarters address, address registered for obtaining a license, and so forth

Synonym:

Model-Generated Definition:

A kind of address. A valid occurrence may have the following properties:

registration authority

Definition: a formally constituted organization and legal entity that is responsible for maintaining a registry and provides registration services

Synonym:

Model-Generated Definition:

A kind of service provider. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • registers any number of occurrences of any type.
  • has identity exactly one occurrence of (Unnamed Class).
registration capacity

Definition: the capacity of some natural person to formally register information in a registry on behalf of some registration authority

Synonym:

Model-Generated Definition:

A kind of legal capacity.

registration identifier

Definition: an identifier that is officially allocated to the organization at the time of registration in a jurisdiction in which said organization is organized or registered, used in that jurisdiction to identify the organization

Synonym:

Model-Generated Definition:

A kind of organization identifier. A valid occurrence satisfies the following necessary condition:

registration requirement

Definition: a requirement for registraton of a security within some country, jurisdiction or federal province ... applies to a registered security, is a function of registration regulations

Synonym:

Model-Generated Definition:

A kind of securities regulation. A valid occurrence may have the following properties:

registration scheme

Definition: a scheme for organizing information and allocating identifiers to items in a registry

Synonym:

Model-Generated Definition:

A kind of classification scheme and identification scheme. A valid occurrence satisfies the following necessary conditions:

registration service

Definition: service provided to individuals and/or organizations to register items in a registry

Synonym:

Model-Generated Definition:

A kind of service. A valid occurrence satisfies the following necessary condition:

registry

Definition: a system, typically an information system, that records the registration of items

Synonym:

Model-Generated Definition:

A kind of collection. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

registry entry

Definition: an entry in a registry that specifies something about the thing that is registered

Synonym:

Model-Generated Definition:

A kind of reference. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

registry identifier

Definition: an identifier associated with an entry in a registry, i.e., one that provides an index to the registry for the identified item

Synonym:

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

regular call

Definition:

Synonym:

Model-Generated Definition:

A kind of entire call.

regular floater tranche

Definition: A floater tranche is a tranche that is keyed to an index and a spread. The spread is added to the index.

Synonym:

Model-Generated Definition:

A kind of floater tranche.

regular schedule

Definition: a schedule whose time intervals recur regularly

Synonym:

Model-Generated Definition:

A kind of schedule. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

regulated commodity

Definition: a commodity under the jurisdiction of the regulatory agency, such as the Commodities Futures Trading Commission (CFTF), which includes any commodity traded in an organized contracts market

Synonym:

Model-Generated Definition:

A kind of commodity. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

regulated market

Definition: a medium for the exchange of goods or services over which a government body exerts a level of control. This control may require market participants to comply with environmental standards, product-safety specifications, information disclosure requirements and so on.

Synonym:

Model-Generated Definition:

A kind of exchange. A valid occurrence satisfies the following necessary conditions:

regulation

Definition: a rule used to carry out a law

Synonym:

Model-Generated Definition:

A kind of legal construct. A valid occurrence satisfies the following necessary conditions:

regulation identifier

Definition: an identifier associated with a regulation

Synonym:

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

Regulation S

Definition: a securities regulation defining an exemption through which corporations can issue unregistered securities to qualified foreign investors and foreign institutions

Synonym:

Model-Generated Definition:

A kind of investors' domicile restriction, qualified investor restriction, and securities regulation.

regulator (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of formally constituted organization.

regulatory agency

Definition: a public authority or government agency responsible for exercising autonomous authority over some area of human activity in a regulatory or supervisory capacity

Synonym:

  • regulator
  • regulatory body
  • regulatory authority

Model-Generated Definition:

A kind of service provider. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

regulatory call

Definition:

Synonym:

Model-Generated Definition:

A kind of entire call.

regulatory capacity

Definition: the capacity of some natural person to regulate some industry, organization, or product by virtue of some certification program on behalf of some regulatory agency

Synonym:

Model-Generated Definition:

A kind of legal capacity.

regulatory entity

Definition: Some entity which has some regulatory function.

Synonym:

Model-Generated Definition:

A kind of organization.

regulatory requirement

Definition: A requirement of some sort by which something is to be regulated.

Synonym:

Model-Generated Definition:

A kind of legal requirement.

regulatory service

Definition: a service provided by a regulatory agency, which may include, but not be limited to, examination, monitoring, supervision, testing, or other capabilities required to ensure the integrity, fairness, safety, or other capacity of a given industry, organization, or product

Synonym:

Model-Generated Definition:

A kind of service. A valid occurrence satisfies the following necessary condition:

relation

Definition:

Synonym:

Model-Generated Definition:

relationship context

Definition: Any context in which Parties are defined.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

relationship manager

Definition: a responsible party who manages the client's account (or portfolio of accounts) and oversees their relationship with the service provider

Synonym: account manager

Model-Generated Definition:

A kind of responsible party. A valid occurrence satisfies the following necessary condition:

relative cashflow

Definition: A cash flow as seen from the perspective of a given balance sheet or by a given entity, that is a flow of funds into or or out of that balance sheet or on the part of that entity.

Synonym:

Model-Generated Definition:

relative date (from package /Release/Foundations/Dates And Times/FinancialDates/relative date)

Definition: a calculated date that is some duration before or after another date

Synonym:

Model-Generated Definition:

A kind of calculated date. A valid occurrence satisfies the following necessary condition:

relative date (from package /Informative/Foundations/TimeExt/Time/relative date)

Definition: A date defined in relation to some other date.

Synonym:

Model-Generated Definition:

A kind of relative time and specified date. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

relative date period

Definition:

Synonym:

Model-Generated Definition:

A kind of date period and relative time. A valid occurrence satisfies the following necessary condition:

relative price

Definition: a relative price with respect to either a stated or market value for a debt instrument at some point in time, defined as par, premium, or discount

Synonym:

Model-Generated Definition:

A kind of monetary price.

relative time

Definition: Time defined in relation to some other time.

Synonym:

Model-Generated Definition:

A kind of temporal thing. A valid occurrence satisfies the following necessary condition:

relative yield calculation method

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

relatively defined debt instrument yield

Definition:

Synonym:

Model-Generated Definition:

A kind of debt instrument yield. A valid occurrence may have the following properties:

religious corporation

Definition: a not for profit organization whose objective is specific to some fundamental set of beliefs and practices generally agreed upon by a number of people, and that is incorporated under the law

Synonym:

Model-Generated Definition:

A kind of not for profit corporation. A valid occurrence satisfies the following necessary condition:

religious law

Definition: Some set of laws derived from and practised in the name of some religion.

Synonym:

Model-Generated Definition:

A kind of body of law.

religious law jurisdiction

Definition: A Jurisdiction in which some system of religious law is in force.

Synonym:

Model-Generated Definition:

A kind of jurisdiction. A valid occurrence may have the following properties:

religious law system

Definition: Some system of law based on the ordering principle of reality as being knowledge as revealed by God and governing all human affairs.

Synonym:

Model-Generated Definition:

A kind of legal system.

religious objective

Definition: a not for profit objective that reflects the religious goals of an organization

Synonym:

Model-Generated Definition:

A kind of not for profit objective.

remarketing purpose

Definition: The process of reselling securities to the public that have been tendered for purchase by the previous owners thereof.

Synonym:

Model-Generated Definition:

A kind of debt issuance purpose.

Remortgage

Definition:

Synonym:

Model-Generated Definition:

A kind of mortgage loan purpose.

Remortgage On Different Terms

Definition:

Synonym:

Model-Generated Definition:

A kind of Remortgage.

Remortgage With Equity Release

Definition:

Synonym:

Model-Generated Definition:

A kind of Remortgage.

Renovation

Definition:

Synonym:

Model-Generated Definition:

A kind of mortgage loan purpose.

repaid loan

Definition:

Synonym:

Model-Generated Definition:

A kind of loan drawdown. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

repayment phase

Definition:

Synonym:

Model-Generated Definition:

A kind of loan phase.

repo borrower

Definition: The borrower in the repurchase agreement.

Synonym:

Model-Generated Definition:

A kind of re po party.

repo lender

Definition: The lender in the repurchase agreement.

Synonym:

Model-Generated Definition:

A kind of re po party.

report

Definition: a document organized in a narrative, graphic, or tabular form, prepared on ad hoc, periodic, recurring, regular, or as required basis

Synonym:

Model-Generated Definition:

A kind of document. A valid occurrence satisfies the following necessary conditions:

report document

Definition:

Synonym:

Model-Generated Definition:

A kind of document. A valid occurrence satisfies the following necessary condition:

reporting entity

Definition: Some part of some company which is treated as a distinct entity internally for reporting purposes, but which externally is not a distinct kind of entity in any way.

Synonym:

Model-Generated Definition:

A kind of process role business entity. A valid occurrence satisfies the following necessary condition:

reporting frequency policy

Definition: Frequency with which financial reports will be presented.

Synonym:

Model-Generated Definition:

A kind of reporting policy.

reporting obligation

Definition: An obligation to report to some entity about some matter.

Synonym:

Model-Generated Definition:

A kind of duty. A valid occurrence satisfies the following necessary conditions:

reporting policy

Definition: A policy relating to the provision of reports,

Synonym:

Model-Generated Definition:

A kind of policy.

repossession history (please review)

Definition: Information about an entity which has a history of repossessions, about those repossessions.

Synonym:

Model-Generated Definition:

representation (please review)

Definition:

Synonym:

Model-Generated Definition:

representations section

Definition: Section containing statements held out by one party to the other as being true and correct at the time of the Agreement. A representation, as contained in this section of a contract, is a statement by one other party asserting that some given state of the world exists.

Synonym:

Model-Generated Definition:

A kind of contract part.

repudiation or moratorium

Definition: The reference entity, or a governmental authority, either refuses to recognise or challenges the validity of one or more obligations of the reference entity, or imposes a moratorium thereby postponing payments on one or more of the obligations of the reference entity.

Synonym:

Model-Generated Definition:

A kind of entity credit event. A valid occurrence may have the following properties:

repurchase agreement

Definition: A repurchase agreement (or repo) is an agreement between two parties whereby one party lends the other a security at a specified price with a commitment to take the security back at a later date for another specified price.

Synonym:

Model-Generated Definition:

A kind of debt instrument and mutual contractual agreement. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

reputation

Definition: The goal of a business to maintain or enhance its reputation.

Synonym:

Model-Generated Definition:

A kind of business goal.

request (from package /Provisional/Foundations/Communication/request)

Definition: an occurrence whereby an agent asks another agent for something or to do something

Synonym:

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary conditions:

request (from package /Informative/Foundations/InformationExt/Messaging/request)

Definition: A request by some party to some other party for some thing or service.

Synonym:

Model-Generated Definition:

A kind of information. A valid occurrence satisfies the following necessary condition:

requesting party

Definition: The party making some request.

Synonym:

Model-Generated Definition:

A kind of party in role.

Research, Statistics, Supervision and Regulation, and Discount and Credit identifier

Definition: a unique identifier assigned by the Federal Reserve to financial institutions

Synonym:

Model-Generated Definition:

A kind of registry identifier. A valid occurrence satisfies the following necessary condition:

resetable strike terms set

Definition:

Synonym:

Model-Generated Definition:

A kind of option strike terms set. A valid occurrence satisfies the following necessary condition:

residential houseboat loan purpose

Definition:

Synonym:

Model-Generated Definition:

A kind of loan purpose.

residential m b s

Definition: Residential Mortgage-Backed Securities, which are trust certificates (bonds) backed by a pool of residential mortgage loans.

Synonym:

Model-Generated Definition:

A kind of mortgage backed security instrument. A valid occurrence may have the following properties:

residual tranche

Definition: Unknown Further notes: Verify whether Residual Tranche and Support Tranche are meant to be in the same list of types as PAC etc. i.e. can a tranche not be PAC and Residual? this looks suspicioulsy like two semantics.

Synonym:

Model-Generated Definition:

A kind of tranched m b s instrument.

responsibility

Definition:

Synonym:

Model-Generated Definition:

A kind of contingent obligation.

responsible party

Definition: a party to which some responsibility has been given

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

restricted percentage

Definition: a proportion of something expressed as a percentage amount and not exceeding 100% of that of which it is the percentage

Synonym:

Model-Generated Definition:

A kind of percentage.

restricted voting right

Definition: Restricted Voting. The holder has the right to vote but there are restrictions on these rights.

Synonym:

Model-Generated Definition:

A kind of voting right.

restriction

Definition: Anything which prevents something being done which might otherwise be done. The Restriction is defined relative to the thing which might otherwise be done, which may be an activity of some sort. It is therefore a Relative Thing, with a property identifying that act or event.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • restricts at least one occurrence of any type.

A valid occurrence may also have the following properties:

Restriction 144A

Definition: a Securities & Exchange Commission rule modifying a two-year holding period requirement on privately placed securities to permit qualified institutional buyers to trade these positions among themselves

Synonym:

Model-Generated Definition:

A kind of legal restriction. A valid occurrence may have the following properties:

restructuring

Definition: A restructuring is an event that materially impacts the reference entity's obligations, such as an interest rate reduction, principal reduction, deferral of interest or principal, change in priority ranking, or change in currency or composition of payment.

Synonym:

Model-Generated Definition:

A kind of entity credit event. A valid occurrence may have the following properties:

restructuring type code

Definition: A textual code identifying the type of restructuring event in relation to some restructuring type scheme. This is information about the event rather than an aspect of the event itself, and is commonly identified in messages.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

restructuring type scheme

Definition: The scheme which defines the restructuring type in a Restructuring credit event.

Synonym:

Model-Generated Definition:

A kind of code set. A valid occurrence may have the following properties:

retained earnings

Definition: the portion of net income which is retained by the corporation rather than distributed to its owners as dividends

Synonym:

Model-Generated Definition:

A kind of equity.

retained income

Definition:

Synonym:

Model-Generated Definition:

A kind of income.

return leg

Definition:

Synonym:

Model-Generated Definition:

A kind of swap leg. A valid occurrence satisfies the following necessary condition:

return swap contract

Definition:

Synonym:

Model-Generated Definition:

A kind of asset derivative contract and swap.

return swap transaction

Definition: The transaction of a total Return Swap. This is the transaction in which the return on some asset is exchanged for some agreed payment or series of payments.

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

revaluation

Definition:

Synonym:

Model-Generated Definition:

A kind of transaction business event. A valid occurrence satisfies the following necessary condition:

revenue bond

Definition: A revenue bond is a municipal bond supported by the revenue from a specific project, such as a toll bridge, highway or local stadium. Revenue bonds are municipal bonds that finance income-producing projects and are secured by a specified revenue source. Typically, revenue bonds can be issued by any government agency or fund that is managed in the manner of a business, such as entities having both operating revenues and expenses.

Synonym:

Model-Generated Definition:

A kind of municipal bond.

reverse mortgage (please review)

Definition: Designed for senior citizens who want to borrow against the equity of house. The house has been paid for. How is it different?: Scenario based. If you have someone who is asset rich but cash poor then a traditional view of the mortgage wqould say yoiu must have th ecash to repay the loan, which would not apply in this case: we actually don't anticipate that you would repay it, maybe not even regular amounts on the loan, but when the loan expires, e.g. when you die, we will recover on the asset in the normal course of events. Not seen as a default but is an expectation that we will recover our funds. See Wikipedia. AKA Lifetime morgtage, seniores (age xxx or older) to release the home equity.

Synonym:

Model-Generated Definition:

A kind of mortgage loan (please review).

reverse mortgage loan contract

Definition: a mortgage contract that pays out money to the borrower against a set principal limit that is based on the value of existing equity in the underlying collateral.

Synonym:

Model-Generated Definition:

A kind of mportgage loan contract. A valid occurrence satisfies the following necessary condition:

revolving credit contract

Definition: Contract which embodies and defines the terms and conditions for a credit line based on some collaterial, which can be drawn down and/or paid back by the borrower.

Synonym:

Model-Generated Definition:

A kind of credit facility agreement. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

revolving line of credit

Definition: A credit line based on some collateral, that can be drawn down and/or paid back by the borrower.

Synonym:

Model-Generated Definition:

A kind of debt. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

revolving line of credit tranche

Definition: A contractually committed line of credit which is issued as a revolving line of credit which can be drawn upon and has collateral

Synonym:

Model-Generated Definition:

A kind of committed credit facility tranche. A valid occurrence satisfies the following necessary condition:

riferimento

Definition: Meaning not known

Synonym:

Model-Generated Definition:

A kind of closing price determination method.

right

Definition: entitlement (not) to perform certain actions, or (not) to be in certain states; or entitlement that others (not) perform certain actions or (not) be in certain states Stanford Encyclopedia of Philosophy

Synonym:

Model-Generated Definition:

A kind of conferred social construct.

right of credit record correction (please review)

Definition: The right to have a credit record corrected.

Synonym:

Model-Generated Definition:

A kind of credit reference agency requirements (please review).

Right To Buy

Definition:

Synonym:

Model-Generated Definition:

A kind of mortgage loan purpose.

rights allocation ability

Definition: The ability to reallocate rights Similarly Authority is the authority to impose some duties on others. Someone has the right to carry out the authority that imposes duties on another person, or to command them to do it.

Synonym:

Model-Generated Definition:

A kind of right.

risk

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

risk level

Definition:

Synonym:

Model-Generated Definition:

risk state transition

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

robot

Definition:

Synonym:

Model-Generated Definition:

A kind of autonomous agent.

role

Definition: A role is a set of connected behaviours, rights, obligations, beliefs, and norms as conceptualised by actors in the context of some situation.

Synonym:

Model-Generated Definition:

roll back

Definition:

Synonym:

Model-Generated Definition:

A kind of DateRollRuleDirection.

roll forward

Definition:

Synonym:

Model-Generated Definition:

A kind of DateRollRuleDirection.

routing transit number

Definition: a unique nine digit identifier, used in the United States, to identify a banking or other financial institution to clear funds or process checks; the routing transit number, as it appears on a check, specifically denotes the banking institution that holds the account in which funds from the check are to be drawn.

Synonym:

Model-Generated Definition:

A kind of registry identifier. A valid occurrence satisfies the following necessary condition:

rule

Definition: A Rule is any statement which determines how something must be. It is defined in relation to that something (which may be an event or a parameter), and with some reference to the way in which that Rule is defined, e.g. whether it forms part of some legally binding contract, is defined by physics and so on.

Synonym:

Model-Generated Definition:

rule code

Definition:

Synonym:

Model-Generated Definition:

A kind of code element. A valid occurrence satisfies the following necessary condition:

rule scheme

Definition:

Synonym:

Model-Generated Definition:

A kind of code set. A valid occurrence satisfies the following necessary condition:

rule-determined date

Definition: a date determined by the application of some rule

Synonym:

Model-Generated Definition:

A kind of calculated date.

russian yield calculation method

Definition: The method used in determining Yield in the Russian markets. This is based on an effective yield with fundamentally different math. To give an example of the use of a different "yield type", we have Russia, which trades based on an effective yield. The price-yield math is fundamentally different. Notes Origin:Fidessa Uses a trade space and effective yield formula. MAy have same day types but different math.

Synonym:

Model-Generated Definition:

A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:

russian yield formula

Definition: This is based on a different Effective Yield than on another market.

Synonym:

Model-Generated Definition:

A kind of yield calculation formula.

S
s i c a f

Definition: A French fund vehicle type. Designation and definition needed.

Synonym:

Model-Generated Definition:

A kind of functional business entity.

s i c a v

Definition: Societe Collective a Capital Variable

Synonym:

Model-Generated Definition:

A kind of functional business entity.

s p v purpose

Definition: The reason for the creation of a Special Purpose Vehicle.

Synonym:

Model-Generated Definition:

A kind of purpose.

s t r i p

Definition: Separate Trading of Registered Interest and Principal of Securities. A Debt Instrument which consists of either the interest component alone, or the principal component alone, of a bond.

Synonym:

Model-Generated Definition:

A kind of tradable debt instrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

sale method

Definition: The means by which something is sold.

Synonym:

Model-Generated Definition:

A kind of method.

sales finance company

Definition: a finance company that purchases retail and wholesale paper from automobile and other consumer and commercial goods dealers

Synonym: acceptance company

Model-Generated Definition:

A kind of finance company.

sampling variance

Definition: a measure of the extent to which the estimate of a characteristic from different possible samples of the same size and the same design differ from one another

Synonym:

Model-Generated Definition:

A kind of variance.

samurai market

Definition: As for Yankee bond market but in Japan instead of the US.

Synonym:

Model-Generated Definition:

A kind of notional financial marketplace.

savings and loan association

Definition: a financial institution that accepts deposits primarily from individuals and channels its funds primarily into residential mortgage loans

Synonym:

Model-Generated Definition:

A kind of thrift institution.

savings and loan holding company

Definition: a company that directly or indirectly controls a savings association or another savings and loan holding company, and explicitly excludes any company that is also a bank holding company

Synonym:

Model-Generated Definition:

A kind of financial service provider.

savings association

Definition: A savings association is defined as: (a) any Federal savings association, where a Federal savings association means any Federal savings association or Federal savings bank which is chartered under section 1464 of the Federal Deposit Insurance Act; (b) any State savings association, where a State savings association means any building and loan association, savings and loan association, or homestead association; or any cooperative bank (other than a cooperative bank which is a State bank as defined in subsection (a)(2)) of the Federal Deposit Insurance Act, which is organized and operating according to the laws of the State (as defined in subsection (a)(3)) in which it is chartered or organized; and (c) any corporation (other than a bank) that the Board of Directors and the Comptroller of the Currency jointly determine to be operating in substantially the same manner as a savings association.

Synonym:

Model-Generated Definition:

A kind of depository institution.

savings bank

Definition: a banking institution organized to encourage thrift by paying interest dividends on savings; savings banks can have state and federal affiliations, for example, State Savings Banks and Federal Savings Banks

Synonym:

Model-Generated Definition:

A kind of thrift institution.

SBA pool

Definition:

Synonym:

Model-Generated Definition:

A kind of mortgage pool.

schedule

Definition: a collection of events or things that will be done and the dates and/or times when they will be done

Synonym:

Model-Generated Definition:

A kind of collection. A valid occurrence may have the following properties:

schedule stub

Definition: a date period before the start of the recurring part of a schedule or after the end of the recurring part, which may be associated with a specific occurrence kind

Synonym:

Model-Generated Definition:

A kind of collection. A valid occurrence satisfies the following necessary conditions:

scheduled calculation period end event (from package /Release/Securities/Securities/ParametricSchedules/scheduled calculation period end event)

Definition: the end date of a specific calculation period

Synonym:

Model-Generated Definition:

A kind of occurrence kind.

scheduled calculation period end event (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/scheduled calculation period end event)

Definition:

Synonym:

Model-Generated Definition:

A kind of occurrence kind.

scheduled calculation period start event (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/scheduled calculation period start event)

Definition:

Synonym:

Model-Generated Definition:

A kind of occurrence kind.

scheduled calculation period start event (from package /Release/Securities/Securities/ParametricSchedules/scheduled calculation period start event)

Definition: the start of a specific calculation period

Synonym:

Model-Generated Definition:

A kind of occurrence kind.

scheduled coupon payment

Definition:

Synonym:

Model-Generated Definition:

A kind of explicitly scheduled event. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

scheduled coupon payment date

Definition:

Synonym:

Model-Generated Definition:

A kind of scheduled event date.

scheduled event

Definition:

Synonym:

Model-Generated Definition:

A kind of occurrence kind. A valid occurrence satisfies the following necessary condition:

scheduled event date

Definition:

Synonym:

Model-Generated Definition:

scheduled payment

Definition: a scheduled payment occurrence that is part of a payment schedule covering the term of the loan

Synonym:

Model-Generated Definition:

A kind of ad hoc schedule entry and payment obligation. A valid occurrence satisfies the following necessary conditions:

scheduled trading day type

Definition: When calculating the number of days between two dates the count includes only scheduled trading days.

Synonym:

Model-Generated Definition:

A kind of day type.

second home loan (please review)

Definition: A loan which may be used for a vacation home or second home used for personal reasons.

Synonym:

Model-Generated Definition:

A kind of mortgage loan (please review).

second home loan contract (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of mortgage loan contract (please review).

secondary borrower

Definition:

Synonym:

Model-Generated Definition:

A kind of loan borrower.

secondary market bond dealing

Definition:

Synonym:

Model-Generated Definition:

A kind of securities trading. A valid occurrence satisfies the following necessary condition:

sector strategy

Definition: Strategy which is sector based.

Synonym:

Model-Generated Definition:

A kind of fund portfolio investment limitations.

secured by collateral

Definition:

Synonym:

Model-Generated Definition:

A kind of loan securitization method.

secured by guaranty

Definition:

Synonym:

Model-Generated Definition:

A kind of loan securitization method.

secured loan

Definition: A loan which is secured by some security in the form either of collateral or of guaranty.

Synonym:

Model-Generated Definition:

A kind of loan drawdown. A valid occurrence may have the following properties:

secured loan contract

Definition: a loan contract that is secured by some collateral

Synonym:

Model-Generated Definition:

An occurrence can be recognized when it meets the following condition:

securities basket constituent

Definition: a security identified as a component of a basket of securities

Synonym:

Model-Generated Definition:

A kind of basket constituent. A valid occurrence may have the following properties:

securities exchange

Definition: A stock exchange, (formerly a securities exchange) is a corporation or mutual organization which provides "trading" facilities for stock brokers and traders, to trade stocks and other securities. Stock exchanges also provide facilities for the issue and redemption of securities as well as other financial instruments and capital events including the payment of income and dividends.

Synonym:

Model-Generated Definition:

A kind of exchange, facility, and financial service provider. A valid occurrence satisfies the following necessary conditions:

securities guaranty insurance policy

Definition: Some policy by which some party (directly or more usually through an intermediary who writes this policy) agrees to cover some risk as identified in this policy, on behalf of the holder of the policy. further Notes: Added specifically to cover financial instruments modeling of insurance backed Guaranty. This term would belong within a separate section of specialist insurance terms if there were such a section.

Synonym:

Model-Generated Definition:

A kind of insurance policy.

securities issuance

Definition: The SPV is set up to issue securities.

Synonym:

Model-Generated Definition:

A kind of s p v purpose.

securities issuance s p v

Definition: An SPV set up specifically to issue securities.

Synonym:

Model-Generated Definition:

A kind of special purpose vehicle. A valid occurrence satisfies the following necessary conditions:

securities offering

Definition: an offering of a security (or securities) for sale

Synonym:

Model-Generated Definition:

A kind of agreement and offering. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

securities pool (from package /Release/Securities/Securities/Pools/securities pool)

Definition: a pool consisting of debt instruments, such as bonds, loans or mortgages

Synonym:

Model-Generated Definition:

A kind of pool. A valid occurrence satisfies the following necessary condition:

securities pool (from package /Release/Securities/Securities/Pools/securities pool)

Definition: a pool of securities purchased by an SPV or other entity for the purpose of issuing notes against those securities

Synonym:

Model-Generated Definition:

A kind of pool. A valid occurrence satisfies the following necessary condition:

securities pool constituent

Definition: a tradable security that is a constituent of a securities pool

Synonym:

Model-Generated Definition:

A kind of pool constituent that can be recognized when an occurrence meets the following condition:

securities quantity

Definition:

Synonym:

Model-Generated Definition:

A kind of numeric amount. A valid occurrence satisfies the following necessary condition:

securities regulation

Definition: a regulation codified in law specific to securities and investments

Synonym:

Model-Generated Definition:

A kind of regulation. A valid occurrence may have the following properties:

securities restriction

Definition: a legal restriction that is applicable to a financial instrument or security listing as mandated in a law or by contract

Synonym:

Model-Generated Definition:

A kind of legal construct. A valid occurrence may have the following properties:

securities trading

Definition:

Synonym:

Model-Generated Definition:

securities transaction

Definition: a transaction event that represents the execution of an order to buy or sell a security

Synonym:

Model-Generated Definition:

A kind of transaction event. A valid occurrence satisfies the following necessary condition:

securities transaction contract

Definition: The contract (written or implied) which governs the transaction of securities in the secondary Market.

Synonym:

Model-Generated Definition:

A kind of economic contract. A valid occurrence satisfies the following necessary condition:

securities transaction counterparty

Definition:

Synonym:

Model-Generated Definition:

A kind of transaction counterparty.

securities transaction identifier

Definition: an identifier for a securities transaction

Synonym:

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

securities transaction option

Definition: The option itself, that is the right but not the obligation to proceed with a transaction at some time in the future under terms defined in the option contract. This option is held and exercised by the party to the contract which is defined as the option holder or option buyer.

Synonym:

Model-Generated Definition:

A kind of contractual option. A valid occurrence satisfies the following necessary conditions:

securities transaction principal

Definition:

Synonym:

Model-Generated Definition:

A kind of transaction principal.

securitized debt interest

Definition: Interest on Debt which is the subject of a Financial Security.

Synonym:

Model-Generated Definition:

A kind of interest.

securitized debt pool

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

securitized mortgage pool

Definition: A mortgage pool which is securitized as part of the issue of some mortgage backed security.

Synonym:

Model-Generated Definition:

security

Definition: a transferable financial instrument that can be bought or sold

Synonym: negotiable security

Model-Generated Definition:

A kind of financial instrument and transferable contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

security agreement

Definition: an agreement between two trading parties that contains information about their relative duties and rights regarding the disposition of a specified asset that has been used as collateral

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • has at least one occurrence of (Unnamed Class).
security cash equivalent delivery

Definition:

Synonym:

Model-Generated Definition:

A kind of security forward delivery. A valid occurrence may have the following properties:

security cashflow status

Definition: The status of the cashflow due to the holder from the security.

Synonym:

Model-Generated Definition:

A kind of status. A valid occurrence may have the following properties:

security contract terms

Definition: Contractual terms of a negotiable financial security

Synonym:

Model-Generated Definition:

A kind of contractual commitment.

security contractual restriction

Definition: Contractual terms setting out restrictions on either the holder or the issuer of the security.

Synonym:

Model-Generated Definition:

A kind of contractual restriction.

security credit status

Definition:

Synonym:

Model-Generated Definition:

A kind of status. A valid occurrence satisfies the following necessary conditions:

security delivery type (please review)

Definition: Type of delivery as used in settlement terms for a financial security.

Synonym:

Model-Generated Definition:

A kind of delivery method.

security forward delivery

Definition: Forward delivery of an Asset (Equity or Debt) either in the form of the asset itself (the observable) or the cash equivalent.

Synonym:

Model-Generated Definition:

A kind of forward delivery terms set. A valid occurrence may have the following properties:

security holder

Definition: a party that holds a transferable contract (security), and has the rights defined in that contract

Synonym: bearer

Model-Generated Definition:

A kind of transferable contract holder. A valid occurrence satisfies the following necessary condition:

security holding

Definition: a (tradable) security held in a portfolio

Synonym:

Model-Generated Definition:

A kind of portfolio holding. A valid occurrence may have the following properties:

security identification scheme

Definition: a formal definition of the structure and application of a particular set of securities identifiers

Synonym:

Model-Generated Definition:

A kind of financial instrument identification scheme. A valid occurrence may have the following properties:

security identifier

Definition: any publicly available identifier that is used to identify a security

Synonym:

Model-Generated Definition:

A kind of financial instrument identifier. A valid occurrence satisfies the following necessary conditions:

security interest dated facts (please review)

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

security lifecycle status

Definition: The status of a security within its lifecycle.

Synonym:

Model-Generated Definition:

A kind of status. A valid occurrence may have the following properties:

security listing

Definition: a capability for listing a security provided by a securities trading facility

Synonym:

Model-Generated Definition:

A kind of capability, financial service, and registration service. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

security market price

Definition:

Synonym:

Model-Generated Definition:

A kind of traded security published price.

security note (please review)

Definition: An individually denominated note within a security or tranche of a security, where this is issued in notes of different denominations.

Synonym:

Model-Generated Definition:

security payment status

Definition: The Payment Status of a Unit or other Security.

Synonym:

Model-Generated Definition:

A kind of status.

security price

Definition:

Synonym:

Model-Generated Definition:

A kind of price.

security registration requirement

Definition: A Requirement for Registraton of a Security within some Country, Jurisdiction or Federal Province.

Synonym:

Model-Generated Definition:

A kind of investment regulatory requirement and registration requirement. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

security settlement convention

Definition: Default Terms for the settlement of a Security.

Synonym:

Model-Generated Definition:

A kind of settlement convention. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

security structured name

Definition: The formal, structured name of a Security.

Synonym:

Model-Generated Definition:

A kind of structured name. A valid occurrence may have the following properties:

security tax treatment (please review)

Definition: Amount of money due to the government or tax authority, according to various pre-defined parameters such as thresholds or income.

Synonym:

Model-Generated Definition:

A kind of financial instrument tax treatment (please review). A valid occurrence may have the following properties:

security trading status

Definition: The status of the security in terms of whether it is trading or not, and any special considerations relating to trading.

Synonym:

Model-Generated Definition:

A kind of status.

security underwriter

Definition: an organization(s) responsible for raising the capital necessary for the issuance of securities on behalf of corporations and governments issuing the securities (both equity and debt)

Synonym:

Model-Generated Definition:

A kind of contract third party, third-party agent, and underwriter. A valid occurrence satisfies the following necessary condition:

self-regulating organization

Definition: a non-governmental organization that has the power to create and exercise some degree of regulatory authority over an industry or profession in some country or group of countries

Synonym:

Model-Generated Definition:

A kind of regulatory agency. A valid occurrence satisfies the following necessary condition:

seller

Definition: a party that makes, offers or contracts to make a sale to an actual or potential buyer

Synonym: vendor

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

semi annual reporting policy

Definition: Reports are presented twice a year.

Synonym:

Model-Generated Definition:

A kind of reporting frequency policy.

senior

Definition:

Synonym:

Model-Generated Definition:

A kind of Seniority.

senior c d o tranche

Definition: The most senior tranche of the CDO issue. Typically rated A to AAA. If there are defaults or the CDO's collateral otherwise underperforms, scheduled payments to senior tranches take precedence over those of mezzanine tranches.

Synonym:

Model-Generated Definition:

A kind of c d o note. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • seniority any number of values of any type.
senior equity

Definition: The most senior class of equity issued in the company. Holders of this class of equity will receive first call on the assets of the company in the event of it being wound up.

Synonym:

Model-Generated Definition:

A kind of shareholder equity. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

senior equity priority terms set

Definition: The precise terms which define the seniority of this class of Equity. These terms set out that the holder has the first call among equity holders, on the assets of the issuing entity in the event of it being wound up, ahead of the holders of other classes of equity.

Synonym:

Model-Generated Definition:

A kind of equity priority terms.

senior m b s tranche

Definition: Specific kinds of tranche are modeled for example and investigation only and have been removed from the diagrams. These will be removed from the final model.

Synonym:

Model-Generated Definition:

A kind of tranched m b s instrument. A valid occurrence satisfies the following necessary condition:

Seniority

Definition: The seniority of a tranche of equity or debt. The precise implications of the different levels of seniority are defined for the instrument class in question.

Synonym:

Model-Generated Definition:

serial number call

Definition:

Synonym:

Model-Generated Definition:

A kind of partial call allocation.

service

Definition: a type of economic activity that is intangible, is not stored and does not result in ownership; a service is consumed at the point of sale

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

service agreement

Definition: a written contract between a client and service provider whereby the service provider supplies some service in the form of time, effort, and/or expertise in exchange for compensation

Synonym: service contract

Model-Generated Definition:

A kind of mutual contractual agreement and written contract. A valid occurrence satisfies the following necessary conditions:

service provider

Definition: a party that provides and typically provisions professional services, such as consulting, financial, legal, real estate, education, communications, storage, or processing services, to other parties, typically defined in a service agreement

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary conditions:

set of equity index constituents

Definition: A defined set of the constituents of some named index.

Synonym:

Model-Generated Definition:

A kind of basket of securities. A valid occurrence satisfies the following necessary conditions:

set of equity index constituents observable

Definition: An observable (underlying) which is made up of a set of constituents of an index.

Synonym:

Model-Generated Definition:

A kind of equity observable.

settlement convention

Definition: A convention for settlement of a trade or transaction.

Synonym:

Model-Generated Definition:

A kind of convention. A valid occurrence may have the following properties:

settlement date rule (from package /Release/Securities/Securities/ParametricSchedules/settlement date rule)

Definition: a rule for determining dates by reference to some calendar or specification of settlement dates

Synonym:

Model-Generated Definition:

A kind of business recurrence interval convention.

settlement date rule (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/settlement date rule)

Definition:

Synonym:

Model-Generated Definition:

A kind of business recurrence interval convention.

settlement entity

Definition: A entity as seen for transaction settlement purposes.

Synonym:

Model-Generated Definition:

A kind of process role business entity. A valid occurrence satisfies the following necessary condition:

settlement process

Definition:

Synonym:

Model-Generated Definition:

settlement terms

Definition: contract terms that define the commitment to and mechanism for settling one or more sides of a transaction

Synonym:

Model-Generated Definition:

A kind of contractual commitment. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

SFE settlement date rule

Definition:

Synonym:

Model-Generated Definition:

A kind of business recurrence interval convention.

share

Definition: A security that signifies ownership in a corporation and represents a claim on part of the corporation's assets and earnings. What a share confers: 1. Voting rights 2. Entitlement to Income 3. Entitlements to Assets

Synonym:

Model-Generated Definition:

A kind of transferable contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

share coupon schedule

Definition:

Synonym:

Model-Generated Definition:

share coupon schedule specification

Definition: Schedule of dates on which a Share Coupon Payment is to take place.

Synonym:

Model-Generated Definition:

A kind of coupon schedule specification. A valid occurrence satisfies the following necessary condition:

share option entitlement

Definition: The entitlements to the holder of a single share option, comprised in an option contract or transaction supplement.

Synonym:

Model-Generated Definition:

A kind of equity option entitlement. A valid occurrence may have the following properties:

share option o t c contract

Definition: An option in which the underlyer is a single publicly issued and traded share.

Synonym:

Model-Generated Definition:

A kind of equity option o t c contract. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

share option strike terms set

Definition: The strike price is the price per share specified or otherwise determined in the transaction. This can be expressed either as a percentage of notional amount or as an absolute value. FpML equityStrike (complex type): A type for defining the strike price for an equity option. The strike price is either: (i) in respect of an index option transaction, the level of the relevant index specified or otherwise determined in the transaction; or (ii) in respect of a share option transaction, the price per share specified or otherwise determined in the transaction. This can be expressed either as a percentage of notional amount or as an absolute value.

Synonym:

Model-Generated Definition:

A kind of equity option exercise terms set. A valid occurrence satisfies the following necessary condition:

share price

Definition: The amount of money that is paid or could be paid for a share.

Synonym:

Model-Generated Definition:

A kind of exchange traded security price. A valid occurrence may have the following properties:

share price spread

Definition: Bid offer spread applies to any traded instrument.

Synonym:

Model-Generated Definition:

A kind of price analytic and price spread. A valid occurrence may have the following properties:

shareholder

Definition: An individual, group, or organization that owns one or more shares in a company, and in whose name the share certificate is issued. It is legal for a company to have only one shareholder. Also called (in the US) stockholder.

Synonym:

Model-Generated Definition:

A kind of constitutional owner and transferable contract holder. A valid occurrence satisfies the following necessary conditions:

shareholder equity

Definition: The equity in the company in the form of shares.

Synonym:

Model-Generated Definition:

A kind of issued equity. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

shareholder precedence right

Definition: The rights of shareholderes in respect of the assets of the limited company in which they hold those shares, in the event of that company being wound up.

Synonym:

Model-Generated Definition:

A kind of precedence right. A valid occurrence satisfies the following necessary condition:

shareholder precedence rights facet

Definition: Facet based on the class or seniority of the equity represented by the shares i.e. ordinary, preference and so on.

Synonym:

Model-Generated Definition:

ShareholderPrecedenceRightsFacet.1

Definition:

Synonym:

Model-Generated Definition:

shareholding

Definition: Legal power of stockholders (shareholders) varies in proportion to their shareholdings. Typically, ten percent and below stockholding provides no protection. Fifteen percent stockholding may give the power to petition courts against changing the shares class rights. Up to 49.9 percent stockholding normally gives power to demand calling of an extraordinary general meeting. Fifty percent and over stockholding gives power to fire a director and force out minority stockholders by acquiring their shares as per the rules of the firm. Holder of 75 percent of the stock has the power to change the articles and memorandum of association and the firms name, reduce the share capital, allow the firm to buy its own shares from other stockholders, and to shut down the business. One hundred percent stockholding of course gives total power under the corporate legislation.

Synonym:

Model-Generated Definition:

A kind of financial asset. A valid occurrence may have the following properties:

sharia law jurisdiction

Definition: A Jurisdiction in which a Shari'a system of law is in force.

Synonym:

Model-Generated Definition:

A kind of religious law jurisdiction. A valid occurrence satisfies the following necessary condition:

sharia law system

Definition: A system of Shari'a Law.

Synonym:

Model-Generated Definition:

A kind of religious law system.

short term credit rating

Definition: A short term rating is a probability factor of an individual going into default within a year. This is in contrast to long-term rating which is evaluated over a long timeframe.

Synonym:

Model-Generated Definition:

A kind of investment credit rating.

short term debt

Definition:

Synonym:

Model-Generated Definition:

A kind of debt.

sigma value of holdings

Definition:

Synonym:

Model-Generated Definition:

signatory

Definition: Some agent who has the capacity to sign contracts on the part of some legal person

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary conditions:

signatory capacity

Definition: the capacity of some natural person to sign agreements on the part of some organization or legal person

Synonym:

Model-Generated Definition:

A kind of legal capacity.

significant controlling interest party

Definition: A person which owns a significant voting stake in this entity of between some lower significant threshold and 50 percent, but not 50 percent or more.

Synonym:

Model-Generated Definition:

A kind of de jure controlling interest party.

significant shareholding company

Definition: a company that owns a significant voting stake in another company

Synonym:

Model-Generated Definition:

A kind of significant controlling interest party and voting shareholding company.

simple guaranty

Definition: No definition

Synonym:

Model-Generated Definition:

A kind of guaranty.

simple return stream

Definition: A leg defining the returns on an underlying instrument, namely the interest payments on a debt instrument or the dividends on an equity.

Synonym:

Model-Generated Definition:

A kind of asset return stream.

simple yield calculation method

Definition: The annual rate of return expressed as a percentage. This is the return divided by the outlay and multiplied by 100 to express the figure as a percentage.

Synonym:

Model-Generated Definition:

A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:

single coupon type

Definition: A set of coupon terms which remain the same through the life of the Bond. This is the default and is the case when there is not a Step Coupon or Conditional Coupon.

Synonym:

Model-Generated Definition:

A kind of bond coupon structure type. A valid occurrence satisfies the following necessary condition:

single settlement swap

Definition: A Swap Transaction which relates to some statistical measure of performance of the underlying.

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

single share observable

Definition:

Synonym:

Model-Generated Definition:

A kind of equity observable.

single stock option

Definition: Option instrument based on a single equity security (share) underlying.

Synonym:

Model-Generated Definition:

A kind of equity option.

single voting share

Definition:

Synonym:

Model-Generated Definition:

A kind of voting share. A valid occurrence may have the following properties:

SingleCurrencyInterestRateSwap

Definition:

Synonym:

Model-Generated Definition:

A kind of interest rate swap. A valid occurrence satisfies the following necessary condition:

site

Definition: A site is a place, setting, or context in which something is situated.

Synonym:

Model-Generated Definition:

A kind of thing in role. A valid occurrence satisfies the following necessary conditions:

social construct

Definition: Something which has its existence as a result of social interactions between and among people.

Synonym:

Model-Generated Definition:

soft credit event

Definition: Soft default. This is defined by the event being repairable.

Synonym:

Model-Generated Definition:

software agent

Definition:

Synonym:

Model-Generated Definition:

A kind of robot.

software license

Definition:

Synonym:

Model-Generated Definition:

A kind of license.

sole controlling party

Definition: an individual entity that directs the affairs of some formal business organization

Synonym:

Model-Generated Definition:

A kind of entity controlling party.

sole proprietor

Definition: a party that owns a business, has the rights to all profits from that business and is considered a single entity (unincorporated) together with that business for tax and liability purposes

Synonym:

  • sole owner
  • sole trader

Model-Generated Definition:

A kind of owner. A valid occurrence satisfies the following necessary conditions:

sole proprietorship

Definition:

  • a business structure in which an individual and his/her company are considered a single entity for tax and liability purposes
  • an unincorporated business owned by a single person

Synonym:

  • proprietorship
  • sole trader

Model-Generated Definition:

A kind of business entity and formal organization. A valid occurrence satisfies the following necessary conditions:

sovereign

Definition:

  • the legal person corresponding to a state or country
  • a nonphysical juridical entity that is represented by one centralized government that has sovereignty over a geographic area

Synonym:

Model-Generated Definition:

Equivalent to sovereign state.

A kind of polity. A valid occurrence satisfies the following necessary conditions:

sovereign bond

Definition:

Synonym:

Model-Generated Definition:

A kind of full faith and credit bond, government issued bond, and sovereign debt instrument.

sovereign debt instrument

Definition:

Synonym:

Model-Generated Definition:

A kind of government issued debt security. A valid occurrence satisfies the following necessary condition:

sovereign debt issuer

Definition: A national Government, acting in the capacity of an Issuer.

Synonym:

Model-Generated Definition:

A kind of Error8 and government debt issuer. A valid occurrence satisfies the following necessary conditions:

sovereign state

See sovereign.

sovereign wealth fund

Definition: Government investment fund funded by foreign currency reserves. Review: Also include things like International Monetary Fund. Are these a Legal Entity? See also Funds model. Move the question about Sovereign Wealth Funds to the Funds model. Looking at definitions (e.g. Wikipedia) it's a state owned investment fund. The legal entity owner is a government (or in fact a State, which is governed by a Government).

Synonym:

Model-Generated Definition:

A kind of functional business entity.

spanish yield calculation method

Definition: The method used in determining annual yield in Spanish corporate bonds.

Synonym:

Model-Generated Definition:

A kind of yield calculation method.

special assessment bond

Definition: An obligation payable from revenues of a special assessment. A special assessment is a charge imposed against a property in a particular locality because that property receives a special benefit by virtue of some public improvement, separate and apart from the general benefit accruing to the public at large. Special assessments may be apportioned according to the value of the benefit received, rather than merely the cost of the improvement.

Synonym:

Model-Generated Definition:

A kind of municipal bond.

special call

Definition:

Synonym:

Model-Generated Definition:

A kind of entire call.

special dividend leg term

Definition: Special dividends and memorial dividends which are applicable. FpML: 'If present and true, then special dividends and memorial dividends are applicable.' Note that "if true" (a yes/no term) and "if present" (this term, which is the presence of the thing) are two separate meanings. FpML implies the truth of the Yes/No fact by the presence or absence of this term. However, although FpML definition says "if present and true", the term is just a "boolean" ie a YTes/no applicability term. Not sure where the special dividends themselves are defined.

Synonym:

Model-Generated Definition:

special obligation bond

Definition: A bond secured by a limited revenue source or promise to pay.

Synonym:

Model-Generated Definition:

A kind of municipal bond.

special purpose vehicle

Definition: A Special Purpose Vehicle (SPV) set up specifically to issue a security or securities. It is set up by a company or a group of companies for some purpose such as to create instruments that are off the company's balance sheet or to issue Participation Notes for investors in another jurisdiction. The SPV is formed for a specific reason and exists for a specific period of time and is then disbanded. Further notes: Special Purpose Vehicles are also referred to as bankruptcy remote entities, as they isolate financial risk. For Participation Notes: slightly different purpose but the same kind of vehicle. The only investment made by the SPV is that they buy in the stock. These are the same kind of entity in all of the contexts in which they exist.

Synonym:

Model-Generated Definition:

A kind of functional business entity. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

special tax bond

Definition: A bond secured by revenues derived from one or more designated taxes other than ad valorem taxes. For example, bonds for a particular purpose might be supported by sales, cigarette, fuel or business license taxes.

Synonym:

Model-Generated Definition:

A kind of municipal bond.

specialist mortgage issuer

Definition: A business organization that specialises in and exists for the issuance of mortgages to the general public.

Synonym:

Model-Generated Definition:

A kind of functional business entity.

specification

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • specifies at least one occurrence of any type.
specified date (from package /Release/Foundations/Dates And Times/FinancialDates/specified date)

Definition: a calculated date that is defined by a rule, which is captured as a string by the 'hasDateSpecification' property

Synonym:

Model-Generated Definition:

A kind of calculated date. A valid occurrence may have the following properties:

specified date (from package /Informative/Foundations/TimeExt/Time/specified date)

Definition: A date which is unknown in terms of not having a specific calendar date attached to it, but known in the sense of being specified unambiguously by some specification.

Synonym:

Model-Generated Definition:

A kind of date and specified temporal thing.

specified temporal entity

Definition:

Synonym:

Model-Generated Definition:

A kind of specified temporal thing and temporal entity. A valid occurrence satisfies the following necessary condition:

specified temporal thing

Definition:

Synonym:

Model-Generated Definition:

A kind of temporal thing. A valid occurrence satisfies the following necessary condition:

spot cash settlement terms

Definition:

Synonym:

Model-Generated Definition:

A kind of settlement terms. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

spot contract

Definition: A contract relating to a transaction which is for immediate settlement. Further notes: A spot transaction simply means a transaction in which some goods or currency are exchanged for some other goods or currency, with no future delivery provision. A Spot contract is the usually unwritten contract which by definition underlies that kind of transaction. Spot means for immediate settlement. Immediate here means the minimum number of days that are possible. This includes general retail transactions as well as the specialixed types of spot transactiojn foud in the financial services and treasury trading contexts, such as Fx Spots (a sub type of this) and commodity spot transactions. However the settlement date is still some time in the future. Also given different time zones, the settlement would be at some time in the future anyway Formerly a financial e.g. currency Spot would have been 2 (working) days settlement for example. Canadian v USD would be 1 day. Follows a settlement convention from the relevant market. Action: Add reference to Settlement Convention for the given market.

Synonym:

Model-Generated Definition:

A kind of economic contract. A valid occurrence may have the following properties:

spot delivery

Definition: Delivery of some agreed item in the present or at some agreed but imediate settlement date.

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

spot payer

Definition:

Synonym:

Model-Generated Definition:

spot receiver

Definition:

Synonym:

Model-Generated Definition:

spot settlement commitment

Definition: A commitment for settlement at the earliest possible trading date, in accordance with the applicable settlement convention.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

spot transaction

Definition:

Synonym:

Model-Generated Definition:

A kind of contractual transaction. A valid occurrence satisfies the following necessary conditions:

spread

Definition: The difference between two parameters that may vary over time, such as prices or rates.

Synonym:

Model-Generated Definition:

A kind of difference and timed parameter. A valid occurrence satisfies the following necessary condition:

spread curve

Definition:

Synonym:

Model-Generated Definition:

A kind of mathematical curve.

stable outlook

Definition:

Synonym:

Model-Generated Definition:

A kind of credit watch outlook.

stake

Definition: The holding of some portion of some venture or something of value, by some party. The stake may be represented by some form of formal document such as a share or some debt unit.

Synonym:

Model-Generated Definition:

stake in fund

Definition: The holding of some portion in a fund, by some party. This stake will generally tak ethe form of some sort of unit in that fund.

Synonym:

Model-Generated Definition:

A kind of stake. A valid occurrence satisfies the following necessary conditions:

standard deviation

Definition: the square root of variance, standard deviation, measures the spread or dispersion around the mean of a data set

Synonym:

Model-Generated Definition:

A kind of expression, quantity value, and statistical measure.

standardized commodity future terms set

Definition: Standard terms for a commodity futures contract, determined in advance by the exchange. These will become terms of an individual futures contract.

Synonym:

Model-Generated Definition:

A kind of standardized futures terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

standardized currency option terms set

Definition: Standard terms for a currency optioon contract, determined in advance by the exchange. These will become terms of an individual currency option contract. These may be varied or overridden for individual contracts.

Synonym:

Model-Generated Definition:

A kind of standardized options terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

standardized equity option terms set

Definition: Standard terms for an equity option contract, determined in advance by the exchange. These will become terms of an individual equity option contract. These may be varied or overridden for individual contracts.

Synonym:

Model-Generated Definition:

A kind of standardized options terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

standardized exercise terms set

Definition: Standard exercise terms for an option contract, determined in advance by the exchange. These will become exercise terms of an individual option contract. These may be varied or overridden for individual contracts.

Synonym:

Model-Generated Definition:

A kind of standardized options terms. A valid occurrence satisfies the following necessary conditions:

standardized futures listing terms set

Definition: Standard terms set out by the exchange which will apply to any listing of a futures contract on this exchange.

Synonym:

Model-Generated Definition:

A kind of published information. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

standardized futures option terms set

Definition: Standard terms for a futures options contract, determined in advance by the exchange. These will become terms of an individual futures option contract. These may be varied or overridden for individual contracts.

Synonym:

Model-Generated Definition:

A kind of standardized options terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

standardized futures terms

Definition: A set of standard terms for futures contracts, as set out by the derivatives exchange. Futures contracts issued by and traded on that exchange will take on these terms or override them.

Synonym:

Model-Generated Definition:

A kind of standardized terms set. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

standardized index option terms set

Definition: Standard terms for an index option contract, determined in advance by the exchange. These will become terms of an individual index option contract. These may be varied or overridden for individual contracts.

Synonym:

Model-Generated Definition:

A kind of standardized options terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

standardized options terms

Definition: A standardized set of terms for an options contract. These are defined by a securities exchange or an options clearing entity. Options contracts issued by the exchange may embody these terms or have equivalent terms which override these.

Synonym:

Model-Generated Definition:

A kind of standardized terms set. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

standardized terms set

Definition: a set of standardized terms, published by some body, and capable of being incorporated into a contract by agreement

Synonym:

Model-Generated Definition:

A kind of contractual commitment.

standards body

Definition: An organization dedicated exclusively to the propagation of standards.

Synonym:

Model-Generated Definition:

A kind of formally constituted organization.

standards setter

Definition: An agent which acts to set standards such as message standards, programming standards and so on. This may in principal be any kind of business entity.

Synonym:

Model-Generated Definition:

A kind of publisher. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

state guarantor

Definition: A State, acting as Party to some participatory context such as issuance, guaranty provision.

Synonym:

Model-Generated Definition:

A kind of guarantor. A valid occurrence satisfies the following necessary condition:

state-chartered bank

Definition: a commercial bank whose charter is approved by a state banking department

Synonym:

Model-Generated Definition:

A kind of commercial bank and U.S. bank.

static c d o

Definition: A CDO where collateral is fixed through the life of the CDO. The reference assets are bought and then are kept untouched for the term of the product.

Synonym:

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

static c d o portfolio

Definition: A portfolio where collateral of the CDO is fixed through the life of the CDO. The reference assets are bought and then are kept untouched for the term of the product.

Synonym:

Model-Generated Definition:

A kind of c d o portfolio.

static management style

Definition:

Synonym:

Model-Generated Definition:

A kind of c d o management style.

statistical area

Definition: a physical location that is defined per a nationally consistent program for designating geographic regions for the purposes of tabulating and presenting statistical data

Synonym:

Model-Generated Definition:

A kind of physical location. A valid occurrence satisfies the following necessary conditions:

statistical area identifier

Definition: an identifier for a physical location that is defined per a nationally consistent program for designating geographic regions for the purposes of tabulating and presenting statistical data

Synonym:

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

statistical information publisher

Definition: a publisher that publishes statistical information

Synonym:

Model-Generated Definition:

A kind of publisher. A valid occurrence satisfies the following necessary condition:

statistical measure

Definition: A summary (means, mode, total, index, etc.) of the individual quantitative variable values for the statistical units in a specific group (study domains).

Synonym:

Model-Generated Definition:

A kind of measure. A valid occurrence may have the following properties:

statistical population

Definition: a statistical universe filtered by time and region

Synonym:

Model-Generated Definition:

A kind of finite population and statistical universe. A valid occurrence may have the following properties:

statistical program

Definition: a publication program that presents a detailed investigation and analysis of a subject or situation involving one or more studies or surveys

Synonym:

Model-Generated Definition:

A kind of publication. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

statistical swap contract

Definition:

Synonym:

Model-Generated Definition:

A kind of swap.

statistical universe

Definition: a collection representing the total membership, or 'universe', of people, resources, products, services, events, or entities of interest for some question, experiment, survey or statistical program

Synonym:

Model-Generated Definition:

A kind of collection. A valid occurrence satisfies the following necessary condition:

status

Definition: The standing of some thing within some lifecycle or process.

Synonym:

Model-Generated Definition:

A kind of time sensitive information. A valid occurrence satisfies the following necessary condition:

  • is of at least one occurrence of any type.

A valid occurrence may also have the following properties:

status code value

Definition: The value of the status of something that is set in terms of a list of selectable values taken from a list, which may take different values from that list at different times.

Synonym:

Model-Generated Definition:

statute law

Definition: written law (as opposed to oral or customary law) set down by a legislature or by a legislator (in the case of an absolute monarchy)

Synonym:

Model-Generated Definition:

A kind of law. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

statutory authority

Definition: Some organization which is an authority created and mandated in statute law for some purpose e.g. reporting.

Synonym:

Model-Generated Definition:

A kind of formally constituted organization. A valid occurrence satisfies the following necessary condition:

statutory body

Definition: a body set up by a government to consider evidence and make judgements in some field of activity

Synonym:

Model-Generated Definition:

A kind of juridical person.

statutory law

Definition: Written law set down by a legislature or by a legislator.

Synonym:

Model-Generated Definition:

A kind of body of law.

statutory regulator

Definition: Some regulatory body set up under some law, for the purposes of statutory regulation and reporting.

Synonym:

Model-Generated Definition:

A kind of regulatory entity and statutory authority.

statutory reporting entity

Definition: An entity which is obliged to report for statutory purposes.

Synonym:

Model-Generated Definition:

A kind of reporting entity.

statutory reporting obligation

Definition: Some reporting obligation set out in some statute.

Synonym:

Model-Generated Definition:

A kind of reporting obligation and statutory responsibility. A valid occurrence satisfies the following necessary condition:

statutory responsibility

Definition: an obligation which is defined under some body of law (statute)

Synonym:

Model-Generated Definition:

A kind of duty. A valid occurrence satisfies the following necessary condition:

step date

Definition: The date from which the next set of coupon terms specified in the Step Schedule takes effect.

Synonym:

Model-Generated Definition:

A kind of scheduled event date.

step event

Definition: The event whereby a set of fixed coupon terms comes into force as specified in the Step Schedule.

Synonym:

Model-Generated Definition:

A kind of explicitly scheduled event. A valid occurrence satisfies the following necessary conditions:

step schedule

Definition:

Synonym:

Model-Generated Definition:

A kind of schedule.

step schedule listing

Definition: A schedule of dates and interest rates which take effect on those dates. At present these are assumed to always be ficxed interest rates, and are modeled as such.

Synonym:

Model-Generated Definition:

A kind of ad hoc schedule and step schedule. A valid occurrence satisfies the following necessary condition:

step up bond

Definition:

Synonym:

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

stepped coupon type

Definition:

Synonym:

Model-Generated Definition:

A kind of bond coupon structure type. A valid occurrence satisfies the following necessary condition:

stock amount

Definition:

Synonym:

Model-Generated Definition:

A kind of material amount.

stock balance

Definition: Balance of stock in trade.

Synonym:

Model-Generated Definition:

A kind of physical asset. A valid occurrence satisfies the following necessary conditions:

stock corporation

Definition: a corporation that has shareholders (stockholders), each of whom receives a portion of the ownership of the corporation through shares of stock

Synonym:

Model-Generated Definition:

A kind of corporation. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

stock in trade

Definition:

Synonym:

Model-Generated Definition:

A kind of asset.

stock option exercise terms set

Definition: Contractual terms defining when or under what circumstances a single stock options instrument may be exercised.

Synonym:

Model-Generated Definition:

A kind of option instrument exercise terms. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

stock volatillity

Definition: A measure of stock price fluctuation. Mathematically the volatility is the annualized standard deviation of a stock's daily price changes.

Synonym:

Model-Generated Definition:

A kind of volatility.

stockholders rights instrument

Definition: A security giving stockholders entitlement to purchase new securities issued by the corporation at a predetermined price (normally less than the current market price) in proportion to the number of securities already owned.

Synonym:

Model-Generated Definition:

A kind of entitlement rights instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

stockholders rights instrument holder

Definition: A party which is the holder of a Stockholders Rights instrument.

Synonym:

Model-Generated Definition:

A kind of security holder. A valid occurrence may have the following properties:

stockholders rights instrument issuer

Definition: The party which is the issuer of a Stockholders Rights instrument.

Synonym:

Model-Generated Definition:

A kind of security issuer.

stockholders' equity

Definition: equity held in a concern by stockholders

Synonym:

Model-Generated Definition:

A kind of equity.

Stockholm interbank offered rate

Definition: a daily interbank offered rate based on the interest rates at which banks offer to lend unsecured funds to other banks in the Swedish wholesale money market (or interbank market), without collateral, at different maturities; STIBOR is the average (with the exception of the highest and lowest quotes) of the interest rates listed at 11 a.m.

Synonym:

Model-Generated Definition:

A kind of interbank offered rate. A valid occurrence satisfies the following necessary condition:

strategy

Definition: A plan, method, or series of maneuvers or stratagems for obtaining a specific goal or result.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

street

Definition: Some traversable strip of land or water containing along it some buildings or land.

Synonym:

Model-Generated Definition:

A kind of geophysical location. A valid occurrence satisfies the following necessary conditions:

street address text

Definition:

Synonym:

Model-Generated Definition:

A kind of postal address element. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

strike formula

Definition:

Synonym:

Model-Generated Definition:

A kind of cashflow formula.

strike price specification

Definition: The strike price for the option is the agreed price for the transaction if this takes place. Applies to all options types. Action: Make sure that's there for all Options types.

Synonym:

Model-Generated Definition:

A kind of price specification.

structured collection (from package /Release/Indices And Indicators/Indicators/Indicators/structured collection)

Definition: a collection that has a clearly defined structure or organization

Synonym:

Model-Generated Definition:

A kind of collection.

structured collection (from package /Release/Foundations/Arrangements/Arrangements/structured collection)

Definition: a collection that has a clearly defined structure or organization

Synonym:

Model-Generated Definition:

A kind of collection.

structured finance instrument

Definition: A security that has periodic principal payments with the amount of principal that is paid being dictated by a published factor.

Synonym:

Model-Generated Definition:

A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

structured finance instrument pool

Definition: A pool investment consisting of a collection of structured finance instruments.

Synonym:

Model-Generated Definition:

structured name

Definition: A name with additional details besides simply being a string of text. This may include multilingual support or structuring of name content (as seen for example in financial securities names).

Synonym:

Model-Generated Definition:

A kind of name.

stub length

Definition: The length of the Stub Period as a temporal duration (a number of days).

Synonym:

Model-Generated Definition:

A kind of duration description in calendar temporal unit. A valid occurrence may have the following properties:

student borrower (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of personal loan borrower (please review).

student loan

Definition: A loan provided for the purposes of education.

Synonym:

Model-Generated Definition:

A kind of loan drawdown. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

student loan active status (please review)

Definition: The status of the Student Loan at a given point in time, during the phase where it is active (the disbursement phase).

Synonym:

Model-Generated Definition:

A kind of active loan status. A valid occurrence may have the following properties:

student loan active status selection

Definition:

Synonym:

Model-Generated Definition:

student loan contract (please review)

Definition: The contract for a Student Loan.

Synonym:

Model-Generated Definition:

A kind of loan contract. A valid occurrence satisfies the following necessary condition:

student loan purpose

Definition:

Synonym:

Model-Generated Definition:

A kind of loan purpose.

sub fund

Definition: A set of share classes is a compartment of an umbrella fund. In this case, subfund is a synonym of investment fund and therefore has the same attributes as investment fund.

Synonym:

Model-Generated Definition:

A kind of fund. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

sub fund manager

Definition: A sub fund manager is ...

Synonym:

Model-Generated Definition:

A kind of fund manager.

subfund supervisory authority

Definition: The legal entity which supervises the fund or fund industry(for a subfund located in a different country)

Synonym:

Model-Generated Definition:

A kind of fund supervisory authority.

subordinated c d o equity

Definition: The subordinated (also known as equity) CDO tranche is the most junior tranche in the CDO issue. If there are defaults or the CDO's collateral otherwise underperforms, scheduled payments to senior and mezzanine tranches take precedence over those to subordinated/equity tranches.

Synonym:

Model-Generated Definition:

A kind of security. A valid occurrence may have the following properties:

subordinated m b s tranche

Definition: Specific kinds of tranche are modeled for example and investigation only and have been removed from the diagrams. These will be removed from the final model.

Synonym:

Model-Generated Definition:

A kind of tranched m b s instrument.

subordinated voting right

Definition: Subordinated Voting. Action: this is a self-referential non definition, from ISO FIBIM.

Synonym:

Model-Generated Definition:

A kind of voting right.

subscription right

Definition: Privileges allotted to existing security holders, entitling them to subscribe to new securities at a price normally lower than the prevailing market price.

Synonym:

Model-Generated Definition:

A kind of stockholders rights instrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

subscription right holder

Definition: The party which is the holder of a subscription right. This is identified as being a party which is also an existing holder of the security identified as the underlying security.

Synonym:

Model-Generated Definition:

A kind of stockholders rights instrument holder. A valid occurrence satisfies the following necessary condition:

subsidiary

Definition:

Synonym:

Model-Generated Definition:

A kind of controlled company.

suite

Definition: A subdivision of a building for which the purposes are not clearly defined or may be variable, generally consisting of a number of contiguous rooms on one or more floors.

Synonym:

Model-Generated Definition:

A kind of building sub unit. A valid occurrence satisfies the following necessary condition:

super floater tranche

Definition:

Synonym:

Model-Generated Definition:

A kind of floater tranche.

super p o tranche

Definition: Principal Only tranche. This tranche will only pay principal. Not clear how this is distinct from generic PO.

Synonym:

Model-Generated Definition:

A kind of agency p o tranche.

super senior c d o tranche

Definition: A tranche at the very top of a CDO Issue.

Synonym:

Model-Generated Definition:

A kind of c d o note. A valid occurrence may have the following properties:

  • seniority any number of values of any type.
supplier

Definition: a party that supplies goods or services

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

supply transaction

Definition:

Synonym:

Model-Generated Definition:

A kind of market transaction. A valid occurrence satisfies the following necessary conditions:

supply transaction terms

Definition:

Synonym:

Model-Generated Definition:

A kind of economic contract commitment.

support tranche

Definition: A tranche which provides payment support to a PAC Tranche.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

supranational entity

Definition:

  • a type of multinational political union where negotiated power is delegated to an authority by governments of member states
  • a governmental or non-governmental entity that is established by international law or treaty or incorporated at an international level; an international organization, or union, whereby member states transcend national boundaries or interests to share in the decision-making and vote on issues pertaining to the wider grouping

Synonym:

Model-Generated Definition:

A kind of polity. A valid occurrence satisfies the following necessary conditions:

swap

Definition: a derivative instrument that facilitiates the exchange financial instruments among the parties; the instruments can be almost anything, but most swaps involve cash flows (streams of payments or other commitments over time) based on a notional principal amount that both parties agree to

Synonym:

Model-Generated Definition:

A kind of derivative instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

swap confirmation

Definition: a formal confirmation that codifies the terms and conditions specific to a lifecycle event with respect to the overall transaction between the parties

Synonym:

Model-Generated Definition:

A kind of swap lifecycle event, transaction confirmation, and written contract. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

swap execution facility

Definition: an exchange, trading system, or platform that enables many participants to execute or trade swaps

Synonym:

Model-Generated Definition:

A kind of exchange.

swap leg

Definition: terms defining and commitment to fulfill the future payment or cashflow requirements (e.g., interest payments, coupon payments, etc.) for one leg of a swap transaction

Synonym: swap stream terms

Model-Generated Definition:

A kind of cashflow terms and swap terms set. A valid occurrence satisfies the following necessary conditions:

swap lifecycle event

Definition: an event that occurs during the lifecycle of a swap, where the overall set of events includes those specific to the issuer, front office, middle office, and/or back office processes

Synonym:

Model-Generated Definition:

A kind of transaction event. A valid occurrence satisfies the following necessary conditions:

swap lifecycle event identifier

Definition: an identifier that uniquely identifies a specific event in the lifecycle of a swap

Synonym:

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

swap party

Definition: a party to a swap and therefore a legal party to the contract that embodies that transaction

Synonym:

Model-Generated Definition:

A kind of derivative contract party and transaction party. A valid occurrence satisfies the following necessary conditions:

swap paying party

Definition: a swap party responsible for making payments for a given leg of the transaction as defined in the contract

Synonym:

Model-Generated Definition:

A kind of debtor, payer, and swap party.

swap receiving party

Definition: a swap party that receives payments for a given leg of the transaction as defined in the contract

Synonym:

Model-Generated Definition:

A kind of creditor, payee, and swap party.

swap stream calculation relative date

Definition:

Synonym:

Model-Generated Definition:

A kind of relative date. A valid occurrence satisfies the following necessary condition:

swap stream event

Definition: a payment event (e.g., interest payment, coupon payment, etc.) against one leg of a swap stream

Synonym:

Model-Generated Definition:

A kind of payment event and swap lifecycle event.

swap stream interest payment

Definition:

Synonym:

Model-Generated Definition:

A kind of payment.

swap stream interest payment calculation relative date

Definition:

Synonym:

Model-Generated Definition:

A kind of relative date.

swap stream interest payment schedule

Definition: parametric schedule of payment dates

Synonym:

Model-Generated Definition:

A kind of parametric schedule and payment schedule.

swap stream interest rate fixing

Definition:

Synonym:

Model-Generated Definition:

A kind of interest rate stream event. A valid occurrence satisfies the following necessary condition:

swap stream interest rate reset

Definition:

Synonym:

Model-Generated Definition:

A kind of interest rate stream event.

swap stream reset relative date

Definition:

Synonym:

Model-Generated Definition:

A kind of relative date. A valid occurrence satisfies the following necessary condition:

swap strike terms

Definition: Formal terms defining the strike leg on a swap that has a strike leg.

Synonym:

Model-Generated Definition:

A kind of swap leg. A valid occurrence may have the following properties:

swap terms set

Definition: the legal contractual terms of a swap transaction

Synonym:

Model-Generated Definition:

A kind of derivative transaction terms.

swapstream interest calculation

Definition: calculation of the interest due

Synonym:

Model-Generated Definition:

A kind of expression.

swapstream interest calculation schedule

Definition: parametric schedule of calculation dates

Synonym:

Model-Generated Definition:

A kind of parametric schedule.

swapstream interest fixing relative date

Definition:

Synonym:

Model-Generated Definition:

A kind of relative date. A valid occurrence satisfies the following necessary condition:

swapstream interest rate reset schedule

Definition: parametric schedule of reset dates

Synonym:

Model-Generated Definition:

A kind of parametric schedule.

swaption contract

Definition: Option taken on interest rate swaps. These are FX interest rate option.

Synonym:

Model-Generated Definition:

A kind of derivative instrument and otcinstrument. A valid occurrence satisfies the following necessary conditions:

swaption exercise procedrure

Definition: Procedure for the exercise of the Swaption.

Synonym:

Model-Generated Definition:

swaption premium

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

swaption transaction

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

swing

Definition:

Synonym:

Model-Generated Definition:

swing price

Definition:

Synonym:

Model-Generated Definition:

A kind of fund price.

SwissFrancLIBOR

Definition:

Synonym:

Model-Generated Definition:

A kind of London Interbank Offered Rate.

syndicated loan participation note

Definition: Loan Participation Note: A fixed-income security that permits investors to buy portions of an outstanding loan or package of loans. LPN holders participate, on a pro rata basis, in collecting interest and principal payments. Banks or other financial institutions often enter into loan participation agreements with local businesses, and also offer loan participation notes as a type of short-term investment.

Synonym:

Model-Generated Definition:

A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

synechdocal thing

Definition: Something which represents one kind of thing when things are asserted about it that really relate to another kind of thing

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

synthetic amortizing security

Definition: Security constructed to emulate an amortizing security.

Synonym:

Model-Generated Definition:

A kind of synthetic structured finance instrument.

synthetic balance sheet c d o

Definition:

Synonym:

Model-Generated Definition:

A kind of balance sheet c d o and synthetic c d o. A valid occurrence satisfies the following necessary condition:

synthetic c d o

Definition:

Synonym:

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

synthetic c d o portfolio

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

synthetic c d o portfolio constituent

Definition: An instrument which is defined as a constituent of a synthetic pool of instruments. These are not holdings because they are not held, but in all other respects they are the constituents of the portfolio.

Synonym:

Model-Generated Definition:

synthetic c d o tranche

Definition:

Synonym:

Model-Generated Definition:

A kind of c d o note. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

synthetic debt instrument pool

Definition: A cash flow structure which synthesizes the behavior of a portfolio of debt securities. For example a synthesized portfolio of CDO / Bonds / ABS using Total Returns Swaps and CDS. This does exist, it is just manufactured from different instruments.

Synonym:

Model-Generated Definition:

A kind of abstract cashflow construct. A valid occurrence satisfies the following necessary conditions:

synthetic debt instrument pool funding asset

Definition: An asset which provides the funding for a synthetic debt instrument pool, as used in a synthetic CDO.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

synthetic debt s p v

Definition: A Special Purpose Vehicle set up for the issuance of synthetics CDOs. This entity (like all SPVs) its itself registered as some kind of legal entity, distinct from the sponsoring organization. It becomes the Issuer of Synthetic CDO issues.

Synonym:

Model-Generated Definition:

A kind of debt s p v. A valid occurrence satisfies the following necessary condition:

synthetic pool asset

Definition:

Synonym:

Model-Generated Definition:

A kind of abstract cashflow construct. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • simulates any number of occurrences of any type.
synthetic structured finance instrument

Definition:

Synonym:

Model-Generated Definition:

A kind of structured finance instrument. A valid occurrence satisfies the following necessary condition:

system of quantities

Definition: set of quantities together with a set of non-contradictory equations relating those quantities

Synonym:

Model-Generated Definition:

A kind of classification scheme. A valid occurrence may have the following properties:

system of units

Definition: a set of measurement units associated with a system of quantities, together with a set of rules that assign one measurement unit to be the base unit for each base quantity in the system of quantities and a set of rules for the derivation of other units from the base units

Synonym:

Model-Generated Definition:

A kind of classification scheme that can be recognized when an occurrence meets the following condition:

A valid occurrence satisfies the following necessary conditions:

T
t a c tranche

Definition: Targeted Amortization Class. This is related to a PAC tranche and has a payment schedule geared towards a specified prepayment speed (called the pricing speed). Agency CMO

Synonym:

Model-Generated Definition:

A kind of agency c m o and tranched m b s instrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

t a c tranche amortization schedule

Definition:

Synonym:

Model-Generated Definition:

A kind of redemption schedule.

tax allocation bond

Definition: A bond payable from the incremental increase in tax revenues realized from any increase in property value and other economic activity, often designed to capture the economic benefit resulting from a bond financing. Tax increment bonds, also known as tax allocation bonds, often are used to finance the redevelopment of blighted areas.

Synonym:

Model-Generated Definition:

A kind of municipal bond.

tax expense

Definition:

Synonym:

Model-Generated Definition:

A kind of expenditure.

tax jurisdiction

Definition:

Synonym:

Model-Generated Definition:

A kind of jurisdiction.

tax law

Definition: A law or body of law pertaining to the liability for and payment of tax by persons or legal entities which are subject to the jurisdiction covered by that law.

Synonym:

Model-Generated Definition:

A kind of statute law. A valid occurrence satisfies the following necessary conditions:

tax rule

Definition: The tax rule which is applied in determing the applicable tax.

Synonym:

Model-Generated Definition:

A kind of rule. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

tax rule code

Definition:

Synonym:

Model-Generated Definition:

A kind of rule code. A valid occurrence satisfies the following necessary conditions:

tax rule scheme

Definition: The scheme in which the tax rule is identified and defined.

Synonym:

Model-Generated Definition:

A kind of rule scheme. A valid occurrence satisfies the following necessary condition:

tax treatment

Definition: Amount of money due to the government or tax authority, applicable to some thing or activity in some jurisdiction

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

tax withholding grossup obligation

Definition: Grossup Obligations in respect of Tax, that is an obligation to deduct or withhold tax in respect of payments made under transactions governed by the Master Agreement.

Synonym:

Model-Generated Definition:

A kind of tax withholding obligation. A valid occurrence may have the following properties:

tax withholding liability

Definition: Obligation in respect of liability for tax. This defines whether or not the party which is required to deduct some tax payment and does not do so, is then entitled to receive the funds from the other party in the event that a liability for this tax is later assessed against the first party.

Synonym:

Model-Generated Definition:

A kind of tax withholding obligation. A valid occurrence may have the following properties:

tax withholding obligation

Definition: An obligation with regard to the payment of taxes.

Synonym:

Model-Generated Definition:

A kind of o t c derivatives master agreement obligation.

technical standard

Definition: An established norm or requirement about technical systems; a published document formally setting out such established norm.

Synonym:

Model-Generated Definition:

A kind of published information. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

template

Definition:

Synonym:

Model-Generated Definition:

A kind of specification.

temporal entity

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

temporal entity definition

Definition: How a temporal entity is defined. This may be in terms of a simple definition (like a date), a specification that unambiguously specifies the temporal entity, or a method for determing a date, instant or interval such that it is not known now but can be determined at some future time. The different ways that an instant or interrval can be determined, are themselves different kinds of Thing (Measures, Specifications or Methods) and therefore this class of Thing is a union of those possible ways of specifiying a temporal entity, and not a kind of Thing in its own right.

Synonym:

Model-Generated Definition:

temporal entity description

Definition: A direct description of some temporal entity, for example a date or date time. These are defined as simple types of thing (such as date), without recourse to some specification external to or additional to the provision of simple types.

Synonym:

Model-Generated Definition:

A kind of temporal measure.

temporal entity determination

Definition: A Temporal Entity determination sets out how some Temporal Entity, currently unknown, is to be determined. For example, how a payment date or other event is to be determined at some point in the future, based on information prevailing at that future time.

Synonym:

Model-Generated Definition:

A kind of temporal thing determination method.

temporal entity specification

Definition: A Temporal Entity Specification specifies how some Temporal Entity (instant or intervl, e.g. Day or Period) actually is, other than by direct description.

Synonym:

Model-Generated Definition:

A kind of temporal thing specification.

temporal measure

Definition: A measure of description of time

Synonym:

Model-Generated Definition:

A kind of measure.

temporal measure definition

Definition:

Synonym:

Model-Generated Definition:

temporal measure determination

Definition:

Synonym:

Model-Generated Definition:

A kind of temporal thing determination method.

temporal thing

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

temporal thing determination method

Definition:

Synonym:

Model-Generated Definition:

A kind of method.

temporal thing expression

Definition:

Synonym:

Model-Generated Definition:

temporal thing specification

Definition:

Synonym:

Model-Generated Definition:

temporal unit

Definition: Units in which Time and Date are measured, for example in defining Durations

Synonym:

Model-Generated Definition:

A kind of Unit.

temporal value

Definition:

Synonym:

Model-Generated Definition:

A kind of atomic value.

Tense

Definition:

Synonym:

Model-Generated Definition:

term certificate of deposit

Definition: A Certificate of Deposit with a maturity duration of more than one year.

Synonym:

Model-Generated Definition:

A kind of certificate of deposit. A valid occurrence satisfies the following necessary condition:

term deposit

Definition: A money deposit at a bank that cannot be withdrawn for a certain "term" or period of time. When the term is over it can be withdrawn or it can be held for another term. The longer the term the better the yield on the money. A certificate of deposit is a time deposit product.

Synonym:

Model-Generated Definition:

A kind of otcinstrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

term deposit settlement terms

Definition: Contractual terms for the settlement of a Term Deposit.

Synonym:

Model-Generated Definition:

A kind of o t c contract settlement terms.

term structure

Definition: a structured collection of rates, such as interest rates, or bond yields with different terms to maturity, such that a yield curve may be constructed for the structure

Synonym:

Model-Generated Definition:

A kind of structured collection. A valid occurrence satisfies the following necessary condition:

termination provisions

Definition: Formal terms setting out how the written contract may be terminated and what happens when it is.

Synonym:

Model-Generated Definition:

A kind of contractual element.

terms sheet

Definition: A set of written terms setting out legal or contractual rights, obligations and the like, but not (or not yet) forming part of a set of Contractual Terms.

Synonym:

Model-Generated Definition:

A kind of written information.

territory

Definition: A physical extent of land and water generally corresponding to the area claimed or governmed by some geopolitical entity. .

Synonym:

Model-Generated Definition:

A kind of geographical area.

text value

Definition:

Synonym:

Model-Generated Definition:

A kind of atomic value. A valid occurrence satisfies the following necessary condition:

the present

Definition: Now.

Synonym:

Model-Generated Definition:

thing in role

Definition: A thing-in-role is a relative concept that ties some thing to a role it plays in a given situational context.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

third party warrant issuer

Definition:

Synonym:

Model-Generated Definition:

A kind of warrant issuer.

third-party agent

Definition: any service provider that is licensed to perform a legally binding function and has been legally empowered to act on behalf of another party

Synonym:

Model-Generated Definition:

A kind of legal agent, licensee, and service provider.

threshold based related company

Definition:

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence may have the following properties:

thrift institution

Definition: an organization that primarily accepts savings account deposits and invests most of the proceeds in mortgages; savings banks and savings and loan associations and credit unions are examples of thrift institutions

Synonym:

Model-Generated Definition:

A kind of savings association.

Time

Definition:

Synonym:

Model-Generated Definition:

A kind of Dimension.

time based plot

Definition: A comparison among several parameters, one of which is time.

Synonym:

Model-Generated Definition:

A kind of comparison. A valid occurrence may have the following properties:

time direction

Definition: an enumeration that indicates whether a calendar specified date is figured from the start or the end of a calendar period

Synonym:

Model-Generated Definition:

time interval

Definition: a segment of the time axis, a location in time

Synonym:

Model-Generated Definition:

A kind of location.

time of day

Definition:

Synonym:

Model-Generated Definition:

A kind of relative time. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

time offset

Definition:

Synonym:

Model-Generated Definition:

A kind of temporal thing. A valid occurrence satisfies the following necessary condition:

time point value

Definition:

Synonym:

Model-Generated Definition:

A kind of temporal value.

time sensitive information

Definition:

Synonym:

Model-Generated Definition:

A kind of information. A valid occurrence may have the following properties:

time value

Definition:

Synonym:

Model-Generated Definition:

A kind of temporal value. A valid occurrence satisfies the following necessary condition:

time weighted rate of return performance determination method

Definition: Time weighted rate of return.

Synonym:

Model-Generated Definition:

A kind of performance determination method.

timed based surface

Definition: A three way relationship between three variable parameters.

Synonym:

Model-Generated Definition:

A kind of mathematical surface.

timed duration specification

Definition: A period of time, determined at some point in time.

Synonym:

Model-Generated Definition:

A kind of duration description and timed value.

timed monetary amount

Definition:

Synonym:

Model-Generated Definition:

A kind of monetary amount and timed value. A valid occurrence may have the following properties:

timed numeric amount

Definition:

Synonym:

Model-Generated Definition:

A kind of numeric amount. A valid occurrence satisfies the following necessary condition:

timed parameter

Definition: A numerical parameter which may be expected to vary over time, and will therefore have values for different times past, persent and future.

Synonym:

Model-Generated Definition:

A kind of numerical parameter. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

timed percentage

Definition:

Synonym:

Model-Generated Definition:

A kind of timed value. A valid occurrence may have the following properties:

timed value

Definition: The value of a dated parameter, at a stated point in the past, present or future.

Synonym:

Model-Generated Definition:

A kind of value. A valid occurrence may have the following properties:

tool

Definition: Some physical object which is put to some purpose.

Synonym:

Model-Generated Definition:

A kind of purposive thing. A valid occurrence satisfies the following necessary condition:

topographical location

Definition: Some physical two dimensional extent on the surface of some planet or natural satellite. Scope Note: The definition given in the FIBO Foundations specification for Physical Location defines some n- e.g. three dimensional space. This concept extends this to define a two dimensional extent on the Earth or other planets, moons etc. Scope Note: Potential specializations of this concept would include areographical locations (on Mars) and other planetographahical features. These are not in scope for FIBO but this abstraction has been included so that models which do explore that scope may be compatible with this model. Explanatory Note: Please refer to the discipline of topynymy for further details and possible extensions.

Synonym:

Model-Generated Definition:

A kind of physical location.

total

Definition: a sum of the values for some characteristic of all units

Synonym:

Model-Generated Definition:

A kind of expression, quantity value, and statistical measure.

total assets

Definition:

Synonym:

Model-Generated Definition:

A kind of balance sheet total.

total controlling interest company

Definition: an organization having 100 percent ownership one or more organizations it holds voting shares in

Synonym: parent company

Model-Generated Definition:

A kind of over fifty percent controlling interest company and total owner.

total debt expense ratio

Definition: a portion of 100 that represents the ratio of all monthly debt payments of all the borrowers, including proposed housing expenses, to the income of the borrowers as relied upon to make a credit decision

Synonym: back end ratio

Model-Generated Definition:

A kind of percentage monetary amount.

total liabilities

Definition:

Synonym:

Model-Generated Definition:

A kind of balance sheet total.

total owner

Definition: Entity having 100 percent ownership in the entity so owned.

Synonym:

Model-Generated Definition:

A kind of constitutional owner.

total owners equity

Definition:

Synonym:

Model-Generated Definition:

A kind of balance sheet total.

total return leg

Definition: A leg in which the total return on an asset is paid.

Synonym:

Model-Generated Definition:

A kind of asset return stream. A valid occurrence may have the following properties:

total return swap contract

Definition:

Synonym:

Model-Generated Definition:

A kind of return swap contract.

tradable debt instrument

Definition: A debt instrument which can be bought and sold by the holder. This typically has a security identifier.

Synonym:

Model-Generated Definition:

A kind of debt instrument, debt instrument, and security. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

tradable debt instrument redemption provision

Definition: terms for the redemption of the debt represented by a debt security

Synonym:

Model-Generated Definition:

A kind of redemption provision.

tradable debt security redemption terms set

Definition: Terms for the redemption of the debt represented by a debt security.

Synonym:

Model-Generated Definition:

A kind of principal repayment terms. A valid occurrence may have the following properties:

trade

Definition: an agreement between parties participating in a voluntary negotiation and the exchange of goods and/or services for some consideration (e.g., desired goods and services that someone else possesses)

Synonym:

Model-Generated Definition:

A kind of transaction event. A valid occurrence satisfies the following necessary conditions:

trade identifier

Definition: an identifier for a trade

Synonym:

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

trade lifecycle

Definition: a classification scheme that compares the cyclical nature of a trade with the cradle to grave life stages (birth, growth, maturity, decay, and death) of living organisms

Synonym:

Model-Generated Definition:

A kind of classification scheme. A valid occurrence satisfies the following necessary conditions:

trade lifecycle event

Definition: a kind of event that occurs during one or more stages of the lifecycle of a trade

Synonym:

Model-Generated Definition:

A kind of occurrence kind. A valid occurrence satisfies the following necessary conditions:

trade lifecycle event occurrence

Definition: an occurrence of an event that occurs during a specific stage of a specific trade lifecycle

Synonym:

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary conditions:

trade lifecycle occurrence

Definition: a realization of a trade lifecycle

Synonym:

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary conditions:

trade lifecycle stage

Definition: a phase in the lifecycle of a trade

Synonym:

Model-Generated Definition:

A kind of classifier. A valid occurrence satisfies the following necessary conditions:

trade lifecycle stage occurrence

Definition: an instance of a phase in an occurrence of a given trade lifecycle

Synonym:

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary conditions:

traded option principal

Definition: The principal to the Traded Option contract. THis is the party which gives the other party the right to take up the obligation, and which is obliged to honor that transaction if that option is taken up.

Synonym:

Model-Generated Definition:

A kind of option writing party. A valid occurrence satisfies the following necessary conditions:

traded options counterparty

Definition:

Synonym:

Model-Generated Definition:

A kind of option buyer. A valid occurrence satisfies the following necessary condition:

traded security published price

Definition: The price of a tradable security.

Synonym:

Model-Generated Definition:

A kind of published price.

trader

Definition: an individual or organization or representative thereof that engages in the transfer of financial assets in any financial market on behalf of a client or the financial services provider

Synonym:

Model-Generated Definition:

A kind of service provider. A valid occurrence satisfies the following necessary conditions:

trading date rule (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/trading date rule)

Definition:

Synonym:

Model-Generated Definition:

A kind of business recurrence interval convention.

trading date rule (from package /Release/Securities/Securities/ParametricSchedules/trading date rule)

Definition: a rule for dates defined with reference to some trading date calendar published by some trading facility or authority, such as a stock exchange

Synonym:

Model-Generated Definition:

A kind of business recurrence interval convention.

trading halted

Definition:

Synonym:

Model-Generated Definition:

A kind of exchange security trading status.

trading location preference

Definition:

Synonym:

Model-Generated Definition:

A kind of preference.

trading participant

Definition:

Synonym:

Model-Generated Definition:

A kind of options exchange participant. A valid occurrence satisfies the following necessary conditions:

trading registered security

Definition: A security which is traded on some trading venue.

Synonym:

Model-Generated Definition:

A kind of security. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

trading restriction

Definition:

Synonym:

Model-Generated Definition:

A kind of securities restriction.

traditional warrant

Definition: Financial instruments which permit the holder to purchase or sell back to the issuer a specified amount of a share.

Synonym:

Model-Generated Definition:

A kind of company warrant.

tranche non payment

Definition: Failure of a tranche of a tranched security to pay out. This may or may not be interpreted as a credit event.

Synonym:

Model-Generated Definition:

A kind of non payment (please review).

tranche rating at issue

Definition: The rating at issue of a tranche of a security. Note this is under review

Synonym:

Model-Generated Definition:

tranche type

Definition: the type of tranche in a tranched MBS security

Synonym:

Model-Generated Definition:

tranched m b s deal

Definition:

Synonym:

Model-Generated Definition:

A kind of m b s deal. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

tranched m b s deal prospectus

Definition:

Synonym:

Model-Generated Definition:

A kind of m b s deal prospectus.

tranched m b s instrument

Definition:

Synonym:

Model-Generated Definition:

A kind of mortgage backed security instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

tranched m b s issue underwriter

Definition: The party which agrees to buy any certificates that are not bought by investors Term origin:MBS PoC Reviews

Synonym:

Model-Generated Definition:

A kind of debt issue underwriter.

transaction business event

Definition: Occurrence in time that partners to a business transaction wish to monitor or control.

Synonym:

Model-Generated Definition:

A valid occurrence may have the following properties:

transaction confirmation

Definition: written communication from a seller or service provider reciting the relevant details of a transaction

Synonym:

Model-Generated Definition:

A kind of legal document. A valid occurrence satisfies the following necessary condition:

transaction counterparty

Definition:

Synonym:

Model-Generated Definition:

A kind of transaction party.

transaction event (from package /Release/Foundations/Products And Services/ProductsAndServices/transaction event)

Definition: any sale, assignment, lease, license, loan, advance, contribution, or other transfer of any interest in or right to use any property (tangible or intangible) or money, however that transaction is effected, and regardless of whether the terms of the transaction are formally documented

Synonym:

Model-Generated Definition:

A kind of occurrence kind. A valid occurrence satisfies the following necessary condition:

transaction event (from package /Informative/Foundations/Transactions Ext/REATransactions/transaction event)

Definition: The event component of a transaction

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

transaction event aspect

Definition: A transaction side as seen from the perspective of one of the parties to the transaction.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

transaction failure

Definition:

Synonym:

Model-Generated Definition:

A kind of operational risk consequence.

transaction party

Definition: Some entity which takes part in some transaction by receiving and/or parting with some item of economic value or some payment or both.

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

transaction principal

Definition:

Synonym:

Model-Generated Definition:

A kind of transaction party. A valid occurrence satisfies the following necessary condition:

transaction processing goal

Definition: The goal of processing transactions in which the organization is engaged, without error and within the stated time constraints.

Synonym:

Model-Generated Definition:

A kind of investment goal.

transaction undertaking

Definition: A contractually defined and established commitment to deliver some goods, perform some service or make some payment in cash or in kind.

Synonym:

Model-Generated Definition:

A kind of undertaking event. A valid occurrence satisfies the following necessary condition:

transferable contract

Definition: a contract in which the rights and obligations of one party (the holder) may be transferred to another party, which thereby takes on the same rights and obligations with respect to the other party to the contract

Synonym:

Model-Generated Definition:

An occurrence can be recognized when it meets one of the following conditions:

transferable contract holder

Definition: a party that holds a transferable contract and enjoys the benefits defined in that contract while they hold it

Synonym:

Model-Generated Definition:

A kind of contract counterparty.

treasury bill

Definition:

Synonym:

Model-Generated Definition:

A kind of sovereign debt instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

treasury bill interest rate value

Definition: The value of a government short term debt security, or treasury bill, at a given point in time.

Synonym:

Model-Generated Definition:

A kind of timed value. A valid occurrence may have the following properties:

treasury bill reference rate

Definition: The parameter which is the interest rate payable by the T Bill at any point in time. This therefore takes a value at any given time and has historical values in the past.

Synonym:

Model-Generated Definition:

A kind of debt instrument reference rate. A valid occurrence satisfies the following necessary condition:

treatment capability

Definition: Whereby it is possible that a thing can be treated according to these constructs

Synonym:

Model-Generated Definition:

A kind of capability.

tribal area

Definition: a designation for an area of land managed by a group of indigenous people (tribe) rather than by the sovereign state or regional governmental entity in which the tribal area is geographically located

Synonym:

Model-Generated Definition:

A kind of geopolitical entity.

tribal entity

Definition: a legal entity that represents fundamental unit of sovereign tribal (indigenous) government

Synonym:

Model-Generated Definition:

A kind of polity. A valid occurrence satisfies the following necessary conditions:

tribal government

Definition: a government representing a group of indigenous people that has legal authority to govern those people, including authority to legislate the existance of tribal entities

Synonym:

Model-Generated Definition:

A kind of government. A valid occurrence satisfies the following necessary condition:

trigger event

Definition: Any event where some value passes some threashold. Or some other type of business event. This is not restricted to "trigger" in the sense of a value passing a threshold. Can also be an seen such as a CDO manager going into bankruptcy.

Synonym:

Model-Generated Definition:

troy ounces

Definition:

Synonym:

Model-Generated Definition:

A kind of bullion measurement unit.

Troy Weight System Of Quantities

Definition:

Synonym:

Model-Generated Definition:

A kind of system of quantities.

true p s objective

Definition:

Synonym:

Model-Generated Definition:

A kind of c d o origination objective.

trust

Definition: A fiduciary relationship in which one party, known as a trustor, gives another party, the trustee, the right to hold title to property or assets for the benefit of a third party, the beneficiary.

Synonym:

Model-Generated Definition:

A kind of formally constituted organization and juridical person. A valid occurrence satisfies the following necessary conditions:

trust agreement

Definition: Formal agreement through which a trustor vests the ownership rights (title) to one or more assets to one or more trustees for conservation and protection on behalf of one or more beneficiaries of the trust. It normally states the (1) purpose for which the trust was established and fulfillment of which will terminate the trust, (2) details of the assets placed in the trust, (3) powers and limitations of the trustees, their reporting requirements, and other associated provisions, and (4) may also specify the trustees' compensation, if any. A trust agreement involving real estate requires its exact description and the trustor's express, written consent to create the trust to be valid. A will admitted to probate may also act like a trust agreement.

Synonym:

  • trust deed
  • trust document
  • trust instrument

Model-Generated Definition:

A kind of organization covering agreement. A valid occurrence satisfies the following necessary conditions:

trust beneficiary

Definition: Person or organization for whose present or future interest (benefit) an annuity, assignment (such as a letter of credit), contract, insurance policy, judgment, promise, trust, will, etc., is made

Synonym:

Model-Generated Definition:

A kind of formally constituted organization member. A valid occurrence satisfies the following necessary conditions:

trust fund manager

Definition: A trust fund manager acts on behalf of the Trustee to manage the assets of the Trust.

Synonym:

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

trust fund trust

Definition: A trust which forms the basis for a fund.

Synonym:

Model-Generated Definition:

A kind of trust. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

trustee (from package /Release/Business Entities/Trusts/Trusts/trustee)

Definition: An individual or organization which holds or manages and invests assets for the benefit of another. The trustee is legally obliged to make all trust-related decisions with the beneficiary's interests in mind, and may be liable for damages in the event of not doing so. Trustees may be entitled to a payment for their services, if specified in the trust deed. In the specific case of the bond market, a trustee administers a bond issue for a borrower, and ensures that the issuer meets all the terms and conditions associated with the borrowing.

Synonym:

Model-Generated Definition:

A kind of formally constituted organization member. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

trustee (from package /Provisional/Securities/Debt/Asset Backed/MortgageBackedSecurities/trustee)

Definition: A party which has some role in relation to some financial investment (portfolio, issue etc.) which is formally defined as being a "Trustee" in that context.

Synonym:

Model-Generated Definition:

A kind of party in role.

trustee call

Definition:

Synonym:

Model-Generated Definition:

A kind of entire call.

trustor

Definition: Entity that establishes a trust and place property under the protection and management of one or more trustees for the immediate or eventual benefit of ascertainable one or more beneficiaries. It is not always necessary to identify the trustor who may be also be a trustee and/or one of the beneficiaries. In legal parlance, a trustor is called a settlor in the UK and a grantor in the US, whereas in common usage he or she may also be called a creator, donor, initiator, owner, or Trust maker.

Synonym:

  • settlor
  • grantor

Model-Generated Definition:

A kind of formally constituted organization member. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

typical duration

Definition: The maturity of the CP instrument, as a typical, known duration.

Synonym:

Model-Generated Definition:

A kind of known duration. A valid occurrence satisfies the following necessary condition:

U
u s corporate bond yield calculation method

Definition: This has 30/360 and semi-annual compounding.

Synonym:

Model-Generated Definition:

A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:

u s treasury yield calculation method

Definition:

Synonym:

Model-Generated Definition:

A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:

U.S. bank

Definition: a bank that is licensed to conduct business in the United States

Synonym:

Model-Generated Definition:

A kind of Bank.

U.S. bank holding company

Definition: a bank holding company that is licensed to conduct business in the United States and is regulated and supervised by the Federal Reserve in accordance with the Bank Holding Company Act of 1956

Synonym:

Model-Generated Definition:

A kind of bank holding company.

U.S. producer price index

Definition: an economic indicator representing a measure of the change over time in the selling prices received by domestic producers for their output

Synonym:

Model-Generated Definition:

A kind of producer price index. A valid occurrence satisfies the following necessary condition:

ufficiale

Definition: Meaning not known - Official price

Synonym:

Model-Generated Definition:

A kind of closing price determination method.

ultimate beneficial owner

Definition: The ultimate holders of the assets of a hierarchy of companies. These may be people or other legal entities.

Synonym:

Model-Generated Definition:

A kind of beneficial owner. A valid occurrence satisfies the following necessary conditions:

umbrella fund

Definition: Fund structure which has one or more investment pools.

Synonym:

Model-Generated Definition:

A kind of fund. A valid occurrence satisfies the following necessary condition:

uncommitted credit facility

Definition:

Synonym:

Model-Generated Definition:

A kind of credit facility.

uncommitted credit facility tranche

Definition:

Synonym:

Model-Generated Definition:

A kind of credit facility tranche and uncommitted credit facility.

unconditional obligation

Definition: An obligation which is not conditional on the occurrence of any event or the existence or continuation of any condition.

Synonym:

Model-Generated Definition:

A kind of contingent obligation.

unconditional privilege

Definition: The liberty to do something.

Synonym:

Model-Generated Definition:

unconditional right

Definition: A right to which no conditions are applied. Further Notes; these may be moral, consititutional. Contractual and so on.

Synonym:

Model-Generated Definition:

A kind of contingent right.

uncrossing price

Definition: The indicative uncrossing price and corresponding uncrossing volume broadcast during auction calls and immediately following uncrossing.

Synonym:

Model-Generated Definition:

A kind of share price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

underlier

Definition: the financial instrument(s), index or parameter, or combination thereof, that form the basis for the derivative instrument

Synonym:

Model-Generated Definition:

A kind of parametric reference entity and thing in role. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

underlying issuer

Definition: A party which is the issuer of a Covered Warrant. This party is by definition the issuer of the underlying securities.

Synonym:

Model-Generated Definition:

A kind of warrant issuer. A valid occurrence satisfies the following necessary condition:

underlying on future

Definition: The item (commodity, reference, index, instrument etc.) that determines the value of the Futures contract and in most cases forms the deliverable when the contract expires.

Synonym:

Model-Generated Definition:

A kind of underlier.

underlying on option

Definition: The instrument or parameter, or combinations thereof, that are used as the basis for the Option Instrument.

Synonym:

Model-Generated Definition:

A kind of underlier. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

underlying security delivery

Definition:

Synonym:

Model-Generated Definition:

A kind of security forward delivery. A valid occurrence may have the following properties:

underlying valuation

Definition: The act of valuation of the underlying on some OTC Derivative.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

undertaking

Definition: Some undertaking to act.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

undertaking event

Definition: Something which occurs at a point in time, at which a party makes some commitment to some other party.

Synonym:

Model-Generated Definition:

A kind of transaction business event and undertaking. A valid occurrence satisfies the following necessary condition:

undertaking party

Definition:

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

underwriter

Definition: any person who has purchased from an issuer with a view to, or sells for an issuer in connection with, the distribution of any security, or participates or has a direct or indirect participation in any such undertaking, or participates or has a participation in the direct or indirect underwriting of any such undertaking; but such term shall not include a person whose interest is limited to a commission from an underwriter or dealer not in excess of the usual and customary distributor's or seller's commission

Synonym:

Model-Generated Definition:

A kind of financial service provider. A valid occurrence satisfies the following necessary condition:

underwriter takedown for debt

Definition: Infomation on Takedown quantity of the Debt security handled by the underwriter (that will be brought into DTC).

Synonym:

Model-Generated Definition:

A kind of underwriter takedown (please review). A valid occurrence may have the following properties:

underwriting arrangement

Definition: a contractual agreement between an organization (typically an investment bank) and a securities issuer that commits the underwriter to assuming risk involved in buying a new issue of securities from an issuing corporation or government entity and reselling it to the public, either directly or through dealers

Synonym:

Model-Generated Definition:

A kind of mutual contractual agreement. A valid occurrence satisfies the following necessary condition:

underwriting automation

Definition: a category indicating whether a loan was underwritten manually or using an automated underwriting system

Synonym:

Model-Generated Definition:

A kind of classifier.

underwriting decision

Definition: a loan approval recommendation determined either manually or by an automated underwriting system

Synonym:

Model-Generated Definition:

A kind of classifier.

unemployed population

Definition: a subset of the civilian labor force that is considered to have had no employment but was available for work, except for temporary illness, and had made specific efforts to find employment sometime during a specified period, during the reporting period

Synonym:

Model-Generated Definition:

A kind of civilian labor force.

unemployment rate

Definition: an economic indicator representing the ratio of the unemployed population with respect to the civilian labor force of a given economy for some specified period

Synonym:

Model-Generated Definition:

A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:

unemployment rate value (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of economic rate qualified timed value (please review). A valid occurrence may have the following properties:

unilateral commitment

Definition: A commitment made by one party without reference to the party to which the commitment is made.

Synonym:

Model-Generated Definition:

A kind of commitment.

unilateral contract

Definition: a contract in which only one party makes an express promise, or undertakes a performance without first securing a reciprocal agreement from the other party

Synonym:

Model-Generated Definition:

A kind of contract. A valid occurrence may have the following properties:

unincorporated foundation

Definition:

Synonym:

Model-Generated Definition:

A kind of foundation.

unique swap identifier

Definition: a unique swap identifier (USI) is an identifier for a swap transaction, that is the CFTC term or Unique Trade Identifier (UTI) which is the term used more globally is an identifier on the transaction level that stays unique throughout the life of a trade

Synonym:

Model-Generated Definition:

A kind of unique trade identifier. A valid occurrence satisfies the following necessary condition:

unique trade identifier

Definition: a globally unique identifier for a trade, unique to the transaction known to and used by all relevant parties, as required by various regulatory agencies around the world

Synonym:

Model-Generated Definition:

A kind of trade identifier. A valid occurrence may have the following properties:

Unit

See measurement unit.

unit

Definition: A unit of measure ofa quantity, time or anything else which is measurable. NB don't confuse this with units in a Trust Fund!!

Synonym:

Model-Generated Definition:

A kind of parametric thing.

unit investment trust

Definition: an investment company which (a) is organized under a trust indenture, contract of custodianship or agency, or similar instrument, (b) does not have a board of directors, and (c) issues only redeemable securities, each of which represents an undivided interest in a unit of specified securities; but does not include a voting trust

Synonym:

Model-Generated Definition:

A kind of investment company.

unit issuer

Definition: The party which issues the Fund Unit.

Synonym:

Model-Generated Definition:

A kind of funds processing party. A valid occurrence satisfies the following necessary conditions:

unit of mass

Definition:

Synonym:

Model-Generated Definition:

A kind of Unit.

unit price monetary specification

Definition: The specification of a price in terms of some monetary amount, that is a number and a currency unit, in exchange for one unit if the item so priced.

Synonym:

Model-Generated Definition:

A kind of price exchange specification. A valid occurrence may have the following properties:

Unitary Value

Definition:

Synonym:

Model-Generated Definition:

universal loan identifier

Definition: a unique identifier given to unequivocally identify a specific mortgage loan.

Synonym:

Model-Generated Definition:

A kind of financial instrument identifier. A valid occurrence satisfies the following necessary conditions:

unknown duration

Definition: A length of time whose length is not known.

Synonym:

Model-Generated Definition:

A kind of duration. A valid occurrence satisfies the following necessary condition:

unlimited tax general obligation bond

Definition: An unlimited-tax general obligation pledge is similar to the limited-tax pledge. The only difference is that the local government is asked to increase property tax rates to necessary levels - up to a maximum of 100% - to cover delinquencies from taxpayers. Local residents must first agree to increase property taxes to necessary amounts required for the bonds.

Synonym:

Model-Generated Definition:

A kind of general obligation municipal bond.

unlisted bond

Definition:

Synonym: OTC Bond

Model-Generated Definition:

A kind of bond.

unsecured loan (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of loan drawdown. A valid occurrence may have the following properties:

unsubscribed debt (please review)

Definition:

Synonym:

Model-Generated Definition:

A kind of publicly issued debt.

up

Definition:

Synonym:

Model-Generated Definition:

A kind of Direction.

up or down

Definition:

Synonym:

Model-Generated Definition:

up to one year

Definition: A known duration of one calendar year.

Synonym:

Model-Generated Definition:

A kind of known duration. A valid occurrence satisfies the following necessary condition:

up to one year description

Definition: Formal duration description for Durations of up to one year.

Synonym:

Model-Generated Definition:

A kind of year based duration description. A valid occurrence may have the following properties:

urban consumers universe

Definition: a statistical universe for consumer expenditure surveys consisting of people within a household that make joint expenditure decisions

Synonym:

Model-Generated Definition:

A kind of civilian non-institutional population. A valid occurrence satisfies the following necessary conditions:

URI value

Definition:

Synonym:

Model-Generated Definition:

A kind of atomic value. A valid occurrence satisfies the following necessary condition:

US Dollar LIBOR

Definition:

Synonym:

Model-Generated Definition:

A kind of London Interbank Offered Rate.

US T Bill Date

Definition:

Synonym:

Model-Generated Definition:

A kind of calculated date.

US t-bill auction date rule

Definition:

Synonym:

Model-Generated Definition:

A kind of auction date rule.

US Treasury bill auction date rule

Definition:

Synonym:

Model-Generated Definition:

A kind of auction date rule.

US Treasury bill date

Definition: an auction date for US 13 week and 26 week Treasury bills

Synonym:

Model-Generated Definition:

A kind of calculated date. A valid occurrence satisfies the following necessary condition:

V
v w a p

Definition: Volume Weighted Average Price determined by multiplying each trade by its volume then dividing by the volume for the day. MDDL

Synonym:

Model-Generated Definition:

A kind of equities statistical price and share price. A valid occurrence may have the following properties:

v w o p

Definition: Volume Weighted Open Price determined by multiplying each trade by its volume then dividing by the volume over a certain period during the open. MDDL

Synonym:

Model-Generated Definition:

A kind of equities statistical price and share price. A valid occurrence may have the following properties:

valuation

Definition: a measurement to assess the value of something expressed in some currency

Synonym:

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary condition:

valuation time type

Definition: The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.

Synonym:

Model-Generated Definition:

A kind of relative time.

Value

Definition:

Synonym:

Model-Generated Definition:

value

Definition: Any value, stated as a number.

Synonym:

Model-Generated Definition:

A kind of mathematical expression. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

value changing activity (please review)

Definition: Some event or activity which changes the value of something. Examples: A value changing event can be for instance (in securities), a declaration of a dividend. This is an event which changes the value of something. CAE that are in FIBIM are value changing events. Changes to principal on any loan is a value changing event.

Synonym:

Model-Generated Definition:

value in exchange

Definition:

Synonym:

Model-Generated Definition:

A kind of economic value.

value in use

Definition:

Synonym:

Model-Generated Definition:

A kind of economic value.

value-added producer price index

Definition: an economic indicator representing a weighted average of the input and output producer price indices

Synonym:

Model-Generated Definition:

A kind of producer price index. A valid occurrence satisfies the following necessary conditions:

vanilla i r swap transaction

Definition: An interest rate swap transaction in which fixed interest payments on the notional are exchanged for floating interest payments.

Synonym:

Model-Generated Definition:

A kind of i r swap transaction.

variable

Definition: a symbol that represents a parameter in a formula or expression

Synonym:

Model-Generated Definition:

A kind of reference.

variable coupon bond

Definition:

Synonym:

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

variable debt principal

Definition: An amount of issued debt principal which is defined in relation to some variable and so varies over time, as principal.

Synonym:

Model-Generated Definition:

A kind of publicly issued debt. A valid occurrence may have the following properties:

variable determination method

Definition: The way in which some variable amount, quantity or value is determined or is to be determined.

Synonym:

Model-Generated Definition:

A kind of method.

variable interest calculation formula

Definition: Formula for the calculation of variable interest.

Synonym:

Model-Generated Definition:

A kind of interest calculation formula.

variable interest expression

Definition:

Synonym:

Model-Generated Definition:

A kind of interest calculation expression. A valid occurrence may have the following properties:

variable interest rate

Definition: an interest rate that is allowed to vary over the maturity of a loan or other debt instrument

Synonym: adjustable rate

Model-Generated Definition:

A kind of interest rate.

variable premium determination formula

Definition: Formula for agreed determination of the variable premium.

Synonym:

Model-Generated Definition:

variable principal bond

Definition: A bond where the actual principal amount may vary, other than through paydown of the principal as amortization.

Synonym:

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

variance

Definition: a measure of spread, calculated as the average squared deviation of each number from the mean of a data set

Synonym:

Model-Generated Definition:

A kind of expression, quantity value, and statistical measure.

variance leg terms

Definition: A return which is driven by a Variance Calculation. Variance of a single price (over time - how is this modeled? Is this the duration of the contract or some defined period or poeriods of time). The variance gets its time basis from the negotiated period in the contract, e.g. Variance over 3 months. Check: Is this always the duration of the contract or can it be for example a set of time scales (say monthly) ove the life of say a 6 month contract, and take an average?? This is logically possible but we don't know if this is what this is. FpML: A type describing return which is driven by a Variance Calculation. More notes 17 Mar Varianc v covariance Variance is a surrogate for option. Talks about random fluctuation in prices If you look at options theory (black scholes) then the price of an option is 1rily dependent in variation in the price. The more variable the more expensive ot maintain a portfolio that is indifferent to the next move in price. So this Variance Swap allows you to extract that option price (i.e. the variance as above) into the variability of the underlying price. So then the asset being traded is in fact the asset that the price references. context: This is all about controlling the price of an asset (from the point of view of the portfolio holder). similarly with the variance on an index you are picking up on the generic market stability. Recall that an index is controlling an underlying portfolio, but with the index you talk directly about the price (in an index swap), this gives you control of a portfolio that is represented by that index. Basket Swap is this - difference is agreed basket (Index, which has a publisher) versus Basket where the "index" (we don't call it that here) is a basket of securities.

Synonym:

Model-Generated Definition:

A kind of realized variable swap side terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

vendor

Definition:

Synonym:

Model-Generated Definition:

A kind of transaction principal.

venue

Definition: A place where something happens, described in the context of the event or activity that occurs there

Synonym:

Model-Generated Definition:

A kind of site. A valid occurrence satisfies the following necessary conditions:

verbal contract

Definition: a contract that exists as a result of some verbal exchange

Synonym:

Model-Generated Definition:

A kind of contract.

virtual address

Definition: an address identifying a virtual, i.e. non-physical location

Synonym:

Model-Generated Definition:

A kind of address.

virtual location

Definition: A place which has no physical location.

Synonym:

Model-Generated Definition:

A kind of location. A valid occurrence may have the following properties:

volatility

Definition: a statistical measure of the rate of change in pricing for a given security or market index

Synonym:

Model-Generated Definition:

A kind of expression and statistical measure. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

vostro account

Definition: Your account with us.

Synonym:

Model-Generated Definition:

A kind of nostro or vostro. A valid occurrence satisfies the following necessary conditions:

vostro balance

Definition:

Synonym:

Model-Generated Definition:

A kind of balance.

voting right

Definition: The right of a stockholder to vote on matters of corporate policy as well as on who is to compose the board of directors.

Synonym:

Model-Generated Definition:

A kind of contractual right. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

voting share

Definition: A share which confers upon the holder some voting rights.

Synonym:

Model-Generated Definition:

A kind of share. A valid occurrence satisfies the following necessary condition:

voting shareholder

Definition: a party owning voting shares in some company limited by the issue of shares

Synonym:

Model-Generated Definition:

A kind of de jure controlling interest party and shareholder. A valid occurrence satisfies the following necessary conditions:

voting shareholding

Definition: a holding of some voting share

Synonym:

Model-Generated Definition:

A kind of shareholding. A valid occurrence may have the following properties:

voting shareholding company

Definition: a formal business organization that holds voting shares in some incorporated company

Synonym:

Model-Generated Definition:

A kind of voting shareholder. A valid occurrence may have the following properties:

W
w a c bond coupon

Definition:

Synonym:

Model-Generated Definition:

A kind of bond variable coupon.

wall street yield calculation method

Definition: No definition.Term put here from memory.

Synonym:

Model-Generated Definition:

A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:

warrant

Definition: Financial instruments which permit the holder to purchase or sell back to the issuer a specified amount of a financial instrument, commodity, currency or other during a specified period at a specified price.

Synonym:

Model-Generated Definition:

A kind of entitlement rights instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

warrant exercise terms set

Definition: Terms setting out how a warrant instrument may be exercised. Further Notes Exercise terms as defined here also cover the automatic exercise of the warrant in the event of its expiry. These terms include the exercise style (FIBIM = OptionStyle type OptionStyleCode) and the delivery.

Synonym:

Model-Generated Definition:

A kind of contractual commitment. A valid occurrence satisfies the following necessary conditions:

warrant holder

Definition: A holder of some warrant which when exercised would confer upon that party some de jure controlling interest in some entity.

Synonym:

Model-Generated Definition:

A kind of party holding some option for control.

warrant issuer

Definition: The issuer of a Warrant. This is defined in terms of what individual entity is the issuer and also what other roles they may or may not play for a specific type of warranty, specifically whether or not they are also the issuer of the underlying, if the underlying is a security.

Synonym:

Model-Generated Definition:

A kind of security issuer.

warrant listing

Definition: The listing of a warrant on a securities exchange. Action: confirm whether all the facts shown for listing of tradable securities generally, apply to the listing of a warrant. Also determine whether any of the terms in Listing need to be specialized or added to for Warrant Listing.

Synonym:

Model-Generated Definition:

A kind of security listing.

warranties section

Definition: Section defining what is warranted by either party to the other. A warranty, as contained in this section of a contract, is a statement by one other party asserting that some given state of the world exists.

Synonym:

Model-Generated Definition:

A kind of contract part.

wealth management service

Definition: a high-level financial service that combines financial and investment advice, accounting and tax services, retirement planning and legal or estate planning for one set fee

Synonym:

Model-Generated Definition:

A kind of financial service.

web page

Definition: A document published on the World Wide Web and accessible via a Universal Resource Locator.

Synonym:

Model-Generated Definition:

A kind of document. A valid occurrence may have the following properties:

week

Definition:

Synonym:

Model-Generated Definition:

A kind of calendar temporal unit.

weekday

Definition: A day during the week, as a temporal unit.

Synonym:

Model-Generated Definition:

A kind of temporal unit.

WeekDaySelection

Definition:

Synonym:

Model-Generated Definition:

weighted average coupon

Definition: The weighted-average gross interest rates of the pool of mortgages that underlie a mortgage-backed security (MBS) at the time the securities were issued. A mortgage-backed security's current WAC can differ from its original WAC as the underlying mortgages pay down at different speeds. In the weighted-average calculation, the principal balance of each underlying mortgage is used as the weighting factor

Synonym:

Model-Generated Definition:

A kind of instrument aggregate loan analytic. A valid occurrence may have the following properties:

weighted average time to receipt of cashflows

Definition: The weighted average time to the receipt of cashflows for an instrument.

Synonym:

Model-Generated Definition:

A kind of analytical information. A valid occurrence may have the following properties:

when distributed

Definition: Used to refer to a security that trades after the date of issue but before the time at which the certificates are delivered

Synonym:

Model-Generated Definition:

A kind of security lifecycle status.

when issued

Definition: When Issued or Gray Market trading is when a security is traded ahead of the date at which it is to be issued.

Synonym:

Model-Generated Definition:

A kind of security lifecycle status.

when issued transaction

Definition: Trading in securities ahead of them being traded.

Synonym:

Model-Generated Definition:

A kind of financial securities secondary market transaction. A valid occurrence may have the following properties:

wholly owned subsidiary

Definition:

Synonym:

Model-Generated Definition:

A kind of subsidiary.

working capital purpose

Definition:

Synonym:

Model-Generated Definition:

A kind of loan purpose.

worst call

Definition: The worst case of when the instrument might be called.

Synonym:

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

worst call date

Definition: The worst date on which the instrument might be called.

Synonym:

Model-Generated Definition:

A kind of determined temporal entity.

worst call date determination

Definition: The determination of when the call identified as the Worst Call would take place. This consist of some means by which that date is determined and a date on which that date is deemed to be the Worst Call date.

Synonym:

Model-Generated Definition:

A kind of temporal entity determination. A valid occurrence may have the following properties:

worthless

Definition: Announcement by the regulator that the security has become worthless.

Synonym:

Model-Generated Definition:

A kind of status. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

writedown

Definition: The fact that the underlier writes down its outstanding principal amount. Further notes: A credit event. FpML full definition: 'A credit event. Results from the fact that the underlier writes down its outstanding principal amount.'

Synonym:

Model-Generated Definition:

A kind of obligation credit event.

written communication

Definition: Some formal written communication from some party to another party or parties or to the world at large, notifying them about some fact or occurrence.

Synonym:

Model-Generated Definition:

A kind of written information.

written contract

Definition: a formal contract that is written and signed by the parties thereto

Synonym:

Model-Generated Definition:

A kind of contract. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

written information

Definition: Some information which is written in some format (physical or electronic) and is or may be communicated in some way.

Synonym:

Model-Generated Definition:

A kind of information. A valid occurrence satisfies the following necessary condition:

X
x e t r a

Definition:

Synonym:

Model-Generated Definition:

A kind of valuation time type.

Y
yankee market

Definition: A Yankee bond is a bond denominated in U.S. dollars and is publicly issued in the U.S. by foreign banks and corporations.

Synonym:

Model-Generated Definition:

A kind of notional financial marketplace.

year

Definition: A Gregorian calendar year

Synonym:

Model-Generated Definition:

A kind of calendar temporal unit.

year based duration description

Definition:

Synonym:

Model-Generated Definition:

A kind of duration description in calendar temporal unit. A valid occurrence satisfies the following necessary condition:

yield

Definition: The yield of a financial instrument based on its current price is the return to the investor expressed as an annual percentage.

Synonym:

Model-Generated Definition:

A kind of timed parameter. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

yield calculation formula

Definition: The formula used in determining the Yield.

Synonym:

Model-Generated Definition:

A kind of formula. A valid occurrence satisfies the following necessary condition:

yield calculation method

Definition: The method by which the yield is calculated. This includes a formula for calculation and a specific day count convention and compounding. You would apply this calculation method on top of the underlying terms and conditions, do for example the holiday calenders and so on, are used in these formulae. For final cash flow: Japanese yield will round down accrued interest. Add: The actual underlying math. Wall Street uses the same ICMA formula.

Synonym:

Model-Generated Definition:

A kind of method. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

yield spread

Definition: The spread between the yields of two items.

Synonym:

Model-Generated Definition:

A kind of Error14 and spread. A valid occurrence satisfies the following necessary condition:

yield to next put

Definition:

Synonym:

Model-Generated Definition:

A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:

Z
zero coupon and o i d bond call terms set

Definition: Terms defining the Call options for a Zero Coupon or OID Bond.

Synonym:

Model-Generated Definition:

A kind of bond call terms set. A valid occurrence satisfies the following necessary condition:

zero coupon bond

Definition: A debt security that doesn't pay interest (a coupon) but is traded at a deep discount, rendering profit at maturity when the bond is redeemed for its full face value.

Synonym:

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

zero coupon bond call

Definition: Call of a Zero Coupon bond.

Synonym:

Model-Generated Definition:

A kind of call of issue. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

zero coupon terms set

Definition: Terms for payment of Interest on a Bond, where this pays a zero rate of interest.

Synonym:

Model-Generated Definition:

A kind of bond amortization payment terms. A valid occurrence may have the following properties:


Properties
A
a r m convertible (please review)

A property that is used by the class loan contract.

Definition: Whether the Loan can be converted into an ARM.

Synonym:

abbreviation

A property that can be used by any class.

Definition: An abbreviation is short form for a particular designation that can be substituted for the primary representation.

Synonym:

about

A property that is used by the class document information.

Definition:

Synonym:

absolute prepayment rate has value

A property that is used by the class absolute prepayment rate.

Definition: The value of the rate itself, at a given point in time, expressed as a percentage.

Synonym:

accelerated principal payments expected

A property that is used by the class security cashflow status.

Definition:

Synonym:

accepted by (please review)

A property that is used by the class loan borrower commitment and has the inverse accepts (please review).

Definition:

Synonym:

accepts (please review)

A property that is used by the class loan borrower and has the inverse accepted by (please review).

Definition:

Synonym:

accepts (please review)

A property that is used by the class loan borrower.

Definition:

Synonym:

account has provider

A property that is used by the class account.

Definition:

Synonym:

accounting year end date

A property that is used by the class fund reporting terms.

Definition: Last day of the accounting year for the fund.

Synonym:

accrued interest amount has value

A property that is used by the class accrued interest amount.

Definition: The amount of accrued interest, at a point in time, expressed as a percentage/

Synonym:

accrued interest applicable

A property that is used by the class c d s cash settlement.

Definition: Whether accrued interest is included.

Synonym:

accrues to

A property that can be used by any class.

Definition:

Synonym:

accrues to

A property that is used by the class securities transaction option.

Definition:

Synonym:

acronym

A property that is used by the class technical standard.

Definition: The abbreviation by which the Standard is referred.

Synonym:

acts as

A property that is used by the class non defaulting party.

Definition:

Synonym:

actual expression

A property that can be used by any class.

Definition: the calculation or expression used to determine the value of the indicator

Synonym:

adapted from

A property that can be used by any class.

Definition: the document from which a given term (or its definition) was adapted; the range for this annotation can be a string (either xsd:string or fibo-fnd-utl-bt:text), URI (either xsd:anyURI or fibo-fnd-utl-bt:uri), or BibliographicCitation

Synonym:

additional name

A property that is used by the class personal name.

Definition: Additional or "middle" names given to the person by his or her parents or derived through tradition based on other family names.

Synonym:

additional restrictions

A property that is used by the class organization strategy.

Definition: Other restrictions or treatment information in respect of this strategy and the organization to which it refers.

Synonym:

additional term

A property that is used by the class credit default swap contract.

Definition: Information conveying additional contractual terms for the contract.

Synonym:

address fragment

A property that is used by the class building sub unit address fragment.

Definition:

Synonym:

administered by

A property specializing fund has related party that is used by the class fund.

Definition:

Synonym:

administered by (please review)

A property that is used by the class loan regulatory requirement (please review).

Definition:

Synonym:

advised by

A property specializing fund has related party that is used by the class fund.

Definition:

Synonym:

aggregate of

A property specializing is aggregate of that is used by the class instrument weighted average loan age.

Definition:

Synonym:

aggregate of

A property specializing is aggregate of that is used by the class instrument weighted average remaining maturity.

Definition:

Synonym:

agreement formalized by

A property that is used by the class contractual agreement.

Definition:

Synonym:

allocation to fees (please review)

A property that is used by the class loan payment (please review).

Definition: The amount of the payment which is allocated to other fees.

Synonym:

allocation to interest (please review)

A property that is used by the class loan payment (please review).

Definition: The amount allocated to Interest

Synonym:

allocation to principal (please review)

A property that is used by the class loan payment (please review).

Definition: The amount of the information allocated to Principal

Synonym:

allotted

A property that is used by the class quote price.

Definition: Whether the Quote Price was allotted.

Synonym:

allowed investor type

A property that is used by the class fund processing general terms.

Definition: Type of investor that can invest in the fund class.

Synonym:

allows contractual settlement (please review)

A property that is used by the class security settlement convention.

Definition: Whether the market allows contractual settlement. This is a settlement term related to the market.

Synonym:

allows for option of

A property that is used by the class cash call option.

Definition:

Synonym:

allows for option of

A property that is used by the class forward cash conditional delivery commitment.

Definition:

Synonym:

amount

A property that can be used by any class.

Definition:

Synonym:

amount

A property that is used by the class term deposit.

Definition: The principal amount deposited.

Synonym:

amount

A property that is used by the class accounts ledger entry.

Definition:

Synonym:

amount

A property that can be used by any class.

Definition:

Synonym:

amount

A property that can be used by any class.

Definition:

Synonym:

amount

A property that is used by the class margin.

Definition: A fixed, constant amount which forms the Margin parameter, expressed as a percentage.

Synonym:

analyzes

A property specializing is about that is used by the class analytical information.

Definition:

Synonym:

annual coupon rate

A property that is used by the class bond coupon interest terms.

Definition: Original annual rate of interest payable to the lender as expressed as a percentage of principal as stated in the bond's offering documents.

Synonym:

annual profit and loss (please review)

A property that is used by the class corporate dated facts (please review).

Definition: Primary borrower underwritten gross income (not rent), as per most recent Profit and Loss posting.

Synonym:

anticipated maturity date (please review)

A property that is used by the class loan snapshot or status (please review).

Definition: The date when the loan is expected to mature.

Synonym:

anticipated volatility

A property that is used by the class fund prospectus.

Definition:

Synonym:

anticipates

A property that is used by the class fund prospectus.

Definition:

Synonym:

apartment identified by

A property that can be used by any class.

Definition:

Synonym:

applicable

A property that is used by the class restructuring.

Definition: Whether the restructuring provision is applicable.

Synonym:

applicable

A property that is used by the class failure to pay.

Definition: Whether the failure to pay provision is applicable Further notes: FpML full definition: 'Indicates whether the failure to pay provision is applicable.'

Synonym:

applicable in

A property that is used by the class tax law.

Definition:

Synonym:

applicable period

A property that is used by the class high price.

Definition: The period to which the price applies.

Synonym:

applicable period

A property that is used by the class equities statistical price.

Definition:

Synonym:

applicable period

A property that can be used by any class.

Definition:

Synonym:

applicable period

A property that is used by the class low price.

Definition: The period to which the price applies.

Synonym:

applicable period (please review)

A property that is used by the class unemployment rate value (please review).

Definition: The period to which the stated value of the unemployment rate applies.

Synonym:

applicable to same lender refinance (please review)

A property that is used by the class loan early prepayment terms.

Definition: Whether the penalty is specified as being for the loan being paid off in the event of a refinance with same lender.

Synonym:

applicable to same lender refinance (please review)

A property that is used by the class loan early prepayment hard penalty terms.

Definition: Whether the penalty is specified as being for the loan being paid off in the event of a refinance with same lender. No = these terms relate to penalties where the loan is not so refinanced.

Synonym:

applicable to same lender refinance (please review)

A property that is used by the class loan early prepayment soft penalty terms.

Definition: Whether the penalty is specified as being for the loan being paid off in the event of a refinance with same lender. Yes = these terms define the penalty payable when the debt is refinanced by arrangement with the same lender.

Synonym:

applicable trading period

A property that is used by the class equity exchange published price.

Definition: Session that the exchange traded price refers to.

Synonym:

application date (please review)

A property that is used by the class loan application.

Definition:

Synonym:

application phase (please review)

A property that is used by the class loan application.

Definition: The phase within the application lifecycle, that this Loan Application is at,

Synonym:

applies in

A property specializing governs that is used by the class legal system.

Definition: indicates the jurisdiction in which a particular legal system applies

Synonym:

applies to

A property that is used by the class funds tax and has the inverse incurs tax.

Definition:

Synonym:

applies to

A property that is used by the class portfolio benchmark.

Definition: Portfolio to which the Benchmark is applied.

Synonym:

applies to

A property that is used by the class balance sheet entry.

Definition:

Synonym:

applies to

A property specializing refers to that is used by the class reference.

Definition: a relation indicating something that is pertinent or relevant to the concept

Synonym:

appraised by

A property that can be used by any class.

Definition:

Synonym:

appraised by (please review)

A property that is used by the class borrower ongoing dated facts (please review).

Definition:

Synonym:

appraised by (please review)

A property that is used by the class loan application.

Definition:

Synonym:

appraised by (please review)

A property that can be used by any class.

Definition:

Synonym:

as seen by

A property that can be used by any class.

Definition:

Synonym:

assessed against

A property specializing details that is used by the class fund portfolio.

Definition:

Synonym:

assessment date (please review)

A property that is used by the class borrower ongoing dated facts (please review).

Definition: Date at which Borrower income, credit quality, verification, first time status etc were last assessed.

Synonym:

assessment date (please review)

A property that is used by the class loan application borrower assessment information.

Definition: Date at which Borrower income, credit quality, verification, first time status etc were assessed.

Synonym:

assessment date (please review)

A property that is used by the class loan borrower.

Definition:

Synonym:

asset type (please review)

A property that is used by the class credit index (please review).

Definition: The types of asset which make up the index. Further notes: There is a variety of indices build around different common creiteria, of which this is one. Variety: asset type (loan, bond, mortgage-backed, asset-backed).

Synonym:

assets managed by

A property that is used by the class arbitrage synthetic c d o.

Definition:

Synonym:

assumable (please review)

A property that is used by the class loan contract.

Definition: Whethre another borrower may take ownership of the property and assume the payments on this loan.

Synonym:

assumes

A property that can be used by any class.

Definition: relates a new mortgage loan contract to a previous one made to a different borrower for the same property. The new contract is created via a legally binding process where the new borrower assumes the terms of the previous loan contract

Synonym:

attribution

A property that is used by the class market price.

Definition:

Synonym:

authorized country

A property that is used by the class fund processing general terms.

Definition: Country in which it is authorised to commercialise the fund.

Synonym:

authorized under

A property specializing legally recorded in (please review) that is used by the class international depositary receipt.

Definition:

Synonym:

auto reinvestment

A property that is used by the class dividend terms.

Definition: Whether the security provides for mandatorily & automatically re-investing the dividend from that security towards buying more of the same security.

Synonym:

auto reinvestment

A property that is used by the class debt security interest payment terms.

Definition: Whether the security provides for mandatorily & automatically re-investing the interest from that security towards buying more of the same security.

Synonym:

automatic netting applicable

A property that is used by the class netting terms.

Definition: Whether netting takes place automatically in respect of one transaction. Example text: "If on any date amounts would otherwise be payable:- (i) in the same currency; and (ii) in respect of the same Transaction, by each party to the other, then, on such date, each party’s obligation to make payment of any such amount will be automatically satisfied and discharged and, if the aggregate amount that would otherwise have been payable by one party exceeds the aggregate amount that would otherwise have been payable by the other party, replaced by an obligation upon the party by whom the larger aggregate amount would have been payable to pay to the other party the excess of the larger aggregate amount over the smaller aggregate amount. "

Synonym:

average life date at issue

A property that is used by the class average life at issue.

Definition: The date equivalent to the Average Life figure, as measured at Issue Date.

Synonym:

average life value

A property that is used by the class average life.

Definition: The value of the Average Life analytic at some time in the past or at the present. For MBS this would be expressed as a month eg 50 months.

Synonym:

average life value

A property that is used by the class average life at issue.

Definition: The value of the Average Life analytic at the time the security was issued.

Synonym:

B
back end load applicable

A property that is used by the class fund processing general terms.

Definition: Whether an exit charge, eg, CDSC, on redemption orders for this class can be applied.

Synonym:

backs

A property that is used by the class securitized debt pool and has the inverse is tranche of.

Definition:

Synonym:

balance

A property that is used by the class balance sheet balance.

Definition:

Synonym:

balance

A property that can be used by any class.

Definition:

Synonym:

balance at inclusion date

A property that is used by the class loan pool constituent.

Definition:

Synonym:

baloon (please review)

A property that is used by the class loan principal repayment terms.

Definition: Whether the loan will or will not amortize the loan balance fully by the maturity date.

Synonym:

bank qualified

A property that is used by the class bank qualified tax exemption.

Definition: Whether the bond is classed as being Bank Qualified.

Synonym:

bank qualified

A property that is used by the class municipal bond issue information.

Definition: Designation given to a public purpose bond offering by the issuer if it reasonably expects to issue in the calendar year of such offering no more than $10 million par amount of bonds of the type required to be included in making such calculation under the Internal Revenue Code.  When purchased by a commercial bank for its portfolio, the bank may receive an 80% tax deduction for the interest cost of carry for the issue.  A bond that is bank qualified is also known as a qualified tax-exempt obligation.

Synonym:

bank qualified status

A property that can be used by any class.

Definition:

Synonym:

base offset business days

A property that is used by the class f r n terms set.

Definition: Number of days before the coupon refix date, when the value of the underlying base is to be taken from. Also known as Lookback.

Synonym:

based upon

A property that can be used by any class.

Definition:

Synonym:

become features of

A property that is used by the class standardized futures listing terms set.

Definition:

Synonym:

becomes constituent

A property that is used by the class c d o reference obligation.

Definition:

Synonym:

becomes formalized as

A property specializing document becomes document that is used by the class draft document.

Definition:

Synonym:

becomes part of

A property that can be used by any class.

Definition:

Synonym:

becomes part of terms

A property specializing becomes part of (please review) that is used by the class debt issuance process information.

Definition: The information required throughout the life of the Security becomes the Issuance information maintained for that security.

Synonym:

becomes part of terms

A property specializing becomes part of (please review) that is used by the class equity issuance process information.

Definition:

Synonym:

becomes revolving line of credit

A property specializing issued as that is used by the class revolving line of credit tranche.

Definition:

Synonym:

becomes terms of

A property that is used by the class standardized futures terms.

Definition:

Synonym:

becomes terms of

A property that is used by the class standardized options terms.

Definition:

Synonym:

benchmark weight

A property that is used by the class portfolio benchmark.

Definition: Instrument weighting in the benchmark for the portfolio.

Synonym:

best bid date time

A property that is used by the class best bid.

Definition: The date and time on which the best bid was made.

Synonym:

best offer date time

A property that is used by the class best offer.

Definition: The date and time that the Best Offer was made

Synonym:

bestows

A property that is used by the class undertaking.

Definition:

Synonym:

blacklisted

A property that is used by the class organization strategy.

Definition: Whether or not the strategy in framed so as to include the referenced business entity as being blacklisted. If yes, the strategy prevents investment in securities issued by that organization.

Synonym:

boat held as chattel (please review)

A property that is used by the class marine finance (please review).

Definition: Whether the vessel is to be held in ownership as a form of chattel by the lender during the period of the loan.

Synonym:

body acronym

A property that is used by the class standards setter.

Definition: The common acronym by which the standards body is referred in relation to the standards it sets e.g. FIX. Not necessarily the same as the legal name of the business entity that performs this role (e.g. FPL).

Synonym:

bond has coupon

A property that can be used by any class.

Definition:

Synonym:

borrower c c judgement date (please review)

A property that is used by the class county court judgment (please review).

Definition: Undefined PoC SDM Notes: Date this CCJ or equivalent was registered against the associated borrower regardless of satisfied or not

Synonym:

borrower c c judgement satisfaction

A property that is used by the class county court judgment (please review).

Definition: Undefined PoC SDM Notes: Satisfaction codes: 1 = this borrower County Court judgment was satisfied at time of underwriting; 2 = this borrower County Court judgment was unsatisfied at time of underwriting; Required that number of satisfied and unsatisfied CCJ's for a borrower can be determined from this data.

Synonym:

borrower c c judgement value amount (please review)

A property that is used by the class county court judgment (please review).

Definition: Undefined PoC SDM Notes: Total value of CCJs or equivalent recorded against the primary borrower that were satisfied / unsatsified (at time of underwriting ) is computed by selecting the satisfaction code value of interest and aggregating against all borrower CC Judgements </p>

Synonym:

borrower credit rating at approval (please review)

A property that is used by the class loan application borrower assessment information.

Definition: Borrower Credit Quality at the time of the loan approval.

Synonym:

borrower identity

A property specializing has identity that is used by the class loan borrower.

Definition: The borrower of the loan is a legal entity of some type.

Synonym:

borrower rating arrears selection (please review)

A property that is used by the class individual person credit rating (please review).

Definition: Undefined PoC SDM Notes: BKR 1 - 10 Arrears code </p> <p> ArrearscodeaccordingtothecodingofBureauKredietRegistratie(Hollandonly) </p> <p> ( AO 34, RR 30 ) </p>

Synonym:

borrower rating credit amount (please review)

A property that is used by the class individual person credit rating (please review).

Definition: Undefined PoC SDM Notes: Credit agency rating of Amount&nbsp;of&nbsp;the&nbsp;credit&nbsp;(Holland&nbsp;only) </p> <p> (AO 35 , RR 31 ) </p>

Synonym:

borrower rating credit selection (please review)

A property that is used by the class individual person credit rating (please review).

Definition: Undefined PoC SDM Notes: BKR 1-10 Credit type &lt;/p&gt; &lt;p&gt; CredittypeaccordingtothecodingofBureauKredietRegistratie(Hollandonly) &lt;/p&gt; &lt;p&gt; (AO 33 - Agency Rating code , RR 29 ) &lt;/p&gt;

Synonym:

borrower rating cured date (please review)

A property that is used by the class individual person credit rating (please review).

Definition: Undefined PoC SDM Notes: Is the coding with BKR cured? (Holland only) </p> <p> If the coding is cured, number of months since it is cured (Holland only) </p> <p> Represented as a non dirty date if cured </p><br /> <p> ( AO 36-37, RR 32- 33 )&nbsp; year month date </p>

Synonym:

borrower rating date (please review)

A property that is used by the class individual person credit rating (please review).

Definition: Undefined PoC SDM Notes: The&nbsp;date&nbsp;of&nbsp;the&nbsp;bureau&nbsp;score&nbsp;for&nbsp;this&nbsp;borrower </p> <p> (AO 40. RR 36 ) </p>

Synonym:

borrower rating score selection (please review)

A property that is used by the class individual person credit rating (please review).

Definition: Undefined PoC SDM Notes: Bureau Score Value - Borrower's Score. &lt;/p&gt; &lt;p&gt; &gt;0 Regular Score&lt;br /&gt; -999 CAIS for mortgage not available&lt;br /&gt; -998 Notice of Correction or Notice of Dispute&lt;br /&gt; 0 Bankruptcy Restriction Order or Bankruptcy Restriction Undertaking &lt;/p&gt; &lt;p&gt; (AO 41, RR 37 ) &lt;/p&gt;

Synonym:

borrower rating score type selection (please review)

A property that is used by the class individual person credit rating (please review).

Definition: Undefined PoC SDM Notes: This is partially expressed by party id of the issuing agency &lt;/p&gt; &lt;p&gt; But some of these scores are also methods ( internal / Other ) &lt;/p&gt; &lt;p&gt; Who has provided the score. For continental Europe give name of provider. &lt;/p&gt; &lt;p&gt; Callcredit (1)&lt;br /&gt; Experian (2)&lt;br /&gt; Equifax (3)&lt;br /&gt; Schufa (4)&lt;br /&gt; BKR (5)&lt;br /&gt; Internal Score (6)&lt;br /&gt; Other (7) &lt;/p&gt; &lt;p&gt; ( AO 38 - originally Party id , RR 34 )&lt;br /&gt; No data (ND) &lt;/p&gt;

Synonym:

borrower rating type selection (please review)

A property that is used by the class individual person credit rating (please review).

Definition: Undefined PoC SDM Notes: Bureau Score Type - Type of scorecard provided. &lt;/p&gt; &lt;p&gt; Generation 8 B&amp;F AAM - DCM (Experian) (1)&lt;br /&gt; Generation 8 B&amp;F CRS - DCM (Experian) (2)&lt;br /&gt; Generation 7 Mortgage PD Score - DCM (Experian) (3)&lt;br /&gt; FSC109 - Risk Navigator (Equifax) (4)&lt;br /&gt; RNILF02 - Risk Navigator (Equifax) (5)&lt;br /&gt; RNISF02 - Risk Navigator (Equifax) (6)&lt;br /&gt; Internal Scorecard (7)&lt;br /&gt; Other (provide details) (8)&lt;br /&gt; No data (ND) &lt;/p&gt; &lt;p&gt; ( AO 39, RR 35 ) &lt;/p&gt;

Synonym:

borrows

A property that is used by the class loan borrower and has the inverse drawn down by.

Definition:

Synonym:

borrows (please review)

A property that is used by the class cosigner (please review) and has the inverse has co borower (please review).

Definition:

Synonym:

box number

A property that is used by the class p o box number.

Definition: The PO Box number expressed as text.

Synonym:

brand name

A property that is used by the class publisher.

Definition: The name of marque by which the publisher is identified in its publications. This may or may not be identical to the legal name or the Trading As name, but represents a separate semantic. Usually to be found on book jackets, press releases etc.

Synonym:

building identified by

A property that is used by the class building.

Definition:

Synonym:

building identified by

A property specializing physical address component identified by that is used by the class building and has the inverse identifies building.

Definition:

Synonym:

business agent has identity

A property that is used by the class business agent.

Definition: That which performs the role of the Business Agent in the specified context.

Synonym:

buydown exists (please review)

A property that is used by the class loan drawdown.

Definition: Whether a third party (usually a builder) is making payments to subsize a borrower.

Synonym:

buyer

A property that is used by the class fx option contract.

Definition:

Synonym:

buyer currency

A property that is used by the class fx spot contract.

Definition: The buyer's currency as specified in the contract.

Synonym:

buyer is party

A property that is used by the class fx option transaction.

Definition:

Synonym:

buying currency

A property that is used by the class o t c currency option.

Definition: The currency in which the option is bought.

Synonym:

buys

A property that is used by the class buyer.

Definition:

Synonym:

buys from

A property that is used by the class buyer and has the inverse sells to.

Definition:

Synonym:

C
c d s underlying identity

A property that is used by the class credit event underlying.

Definition:

Synonym:

calculation amount

A property that is used by the class credit protection contingent leg terms.

Definition: The notional amount of protection coverage.

Synonym:

calculation following

A property that is used by the class debt instrument yield.

Definition:

Synonym:

call amount

A property that is used by the class zero coupon bond call.

Definition: The amount of the Call on the specified Call Date, expressed as a Percentage either of Par or of CAV.

Synonym:

call conditions

A property that is used by the class bond call terms set.

Definition: The conditions under which a bond can be called back by the issuer.

Synonym:

call price

A property that is used by the class call of issue.

Definition: The amount of the Call on the specified Call Date, expressed as a Percentage.

Synonym:

callable

A property that is used by the class treasury bill.

Definition: Whether the issuer of the debt instrument can call the debt prior to maturity. This instrument is not callable.

Synonym:

callable

A property that is used by the class bond.

Definition: Whether the issuer has the right to pay the security prior to maturity.

Synonym:

callable

A property that is used by the class money market deposit.

Definition: Whether the writer of the debt contract (the debtor) can call the debt prior to maturity. This instrument is not callable.

Synonym:

callable

A property that is used by the class debt instrument.

Definition: Whether the issuer of the debt instrument can call the debt prior to maturity.

Synonym:

callable by debtor

A property that is used by the class debt call terms.

Definition:

Synonym:

callable only for tax reasons

A property that is used by the class bond call terms set.

Definition: whether the bond is callable only for tax reasons

Synonym:

can become

A property that is used by the class trading participant.

Definition:

Synonym:

cap

A property that is used by the class variable interest expression.

Definition:

Synonym:

capitalized interest

A property that is used by the class bond.

Definition: Whether the interest amount is capitalised until maturity date or paid out at each interest payment date.

Synonym:

carries out (please review)

A property that is used by the class property valuer (please review).

Definition:

Synonym:

cash delivery

A property that is used by the class security cash equivalent delivery.

Definition:

Synonym:

cash delivery

A property that is used by the class underlying security delivery.

Definition:

Synonym:

cash delivery

A property that is used by the class cash closeout.

Definition:

Synonym:

cash delivery

A property that is used by the class forward delivery terms set.

Definition:

Synonym:

cash settled

A property that is used by the class commodity forward contract.

Definition: The contract is settled for cash i.e. closed out against a similar but reverse contact.

Synonym:

cash settlement business days

A property that is used by the class c d s cash settlement.

Definition: The number of business days used in the determination of the cash settlement payment date.

Synonym:

cashflow precedence

A property that is used by the class tranched m b s instrument and has the inverse provides credit support to.

Definition:

Synonym:

category

A property that is used by the class auto loan a b s.

Definition: Auto-loans ABS are classified into three categories: prime, non-prime, and sub-prime.

Synonym:

causes

A property that can be used by any class and has the inverse is caused by.

Definition: the relationship between an event (the cause) and a second event (the effect), where the second event is understood as a consequence of the first; also, the relationship between a set of factors (causes) and a phenomenon (the effect)

Synonym:

change of account details allowed

A property that is used by the class master agreement account change notification obligation.

Definition: Whether the account details may be varied for individual transactions transacted under this Master Agreement.

Synonym:

characterizes

A property specializing refers to that is used by the class reference and has the inverse is characterized by.

Definition: describes the character or quality of

Synonym:

city corresponds to

A property specializing municipal area corresponds to that is used by the class city.

Definition: The geographical area which is a city, defined in terms of its geospatial extent.

Synonym:

classifies

A property specializing refers to that is used by the class reference and has the inverse is classified by.

Definition: arranges in classes; assigns to a category

Synonym:

clause contains term

A property that is used by the class contract clause.

Definition: An individual term contained within the clause.

Synonym:

clear funds required

A property that is used by the class fund units settlement terms convention.

Definition: Whether cleared funds may be required before a subscription order can be executed.

Synonym:

clock time

A property that is used by the class time of day.

Definition:

Synonym:

closed end fund

A property that is used by the class fund.

Definition: Closed to new investments. So there are a fixed number of units. May be open or closed to new units being issued (whether or not the units can be traded).

Synonym:

closed fund

A property that is used by the class fund.

Definition: Closed to new investors. So an existing investor can buy new shares.

Synonym:

closed out by

A property that is used by the class cash closeout.

Definition:

Synonym:

closing price value

A property that is used by the class bond exchange closing price.

Definition: The value of the price at closing, as a monetary amount (amount and currency).

Synonym:

closing price value

A property that is used by the class official closing price.

Definition: The value of the price at closing, as a monetary amount (amount and currency).

Synonym:

collateral type (please review)

A property that is used by the class loan collateral (please review).

Definition: Type of additional collateral.

Synonym:

collateral value (please review)

A property that is used by the class loan collateral (please review).

Definition: Additional Collateral value - Value of additional collateral

Synonym:

collateralized by

A property that is used by the class debt finance.

Definition:

Synonym:

comes into effect as

A property that is used by the class draft contract.

Definition: Signing and bringing into effect of the Draft Contract to become a formal, written Contract.

Synonym:

commits to

A property that is used by the class forward cash delivery commitment.

Definition:

Synonym:

commits to

A property that is used by the class fx spot settlement commitment and has the inverse embodies.

Definition:

Synonym:

commits to

A property that is used by the class cash delivery commitment.

Definition:

Synonym:

compensate other party

A property that is used by the class other amounts obligation.

Definition: Whether or not, under the stated circumstances, if a party defaults in the performance of any obligation required to be settled by delivery, it is obliged to compensate the other party on demand if and to the extent provided for in the relevant Confirmation or elsewhere in this Agreement.

Synonym:

composite trading market consists of

A property that is used by the class listed securities composite market.

Definition:

Synonym:

compounded

A property that can be used by any class.

Definition:

Synonym:

compounding frequency

A property that is used by the class debt security interest payment terms.

Definition: The frequency at which the interest is compounded. This is established at the initial stages of securing the instrument. Generally, interest tends to be calculated on an annual basis although other terms may be established at the time of the loan.

Synonym:

compounding frequency

A property that is used by the class yield calculation method.

Definition:

Synonym:

comprises

A property that can be used by any class.

Definition:

Synonym:

comprises

A property that can be used by any class and has the inverse is included in.

Definition: includes, especially within a particular scope, is made up of

Synonym:

condition

A property that is used by the class coupon conditional term.

Definition: The condition under which the given coupon is payable. This is stated as text.

Synonym:

confers

A property that is used by the class equity priority terms.

Definition:

Synonym:

confers

A property that can be used by any class and has the inverse is conferred by.

Definition: grants or bestows by virtue of some authority

Synonym:

confers (please review)

A property that is used by the class consumer credit requirement (please review).

Definition:

Synonym:

confers contractual commitment

A property that is used by the class contractual agreement and has the inverse contractual commitment conferred by.

Definition: Some Contractual Commitment which arises from the Contractual Agreement and is documented in the Contract which evidences the agreement between the parties.

Synonym:

confers contractual economic agreement

A property specializing confers contractual commitment that is used by the class contractual economic agreement.

Definition: A Contractual Commitment forming part of a (Transaction related) Contractual Economic Agreement and which is documented in the Economic Contract which evidences the agreement between the parties in respect of that transaction.

Synonym:

confers control of

A property specializing hasUnderlier that is used by the class contract for difference.

Definition:

Synonym:

confers economic commitment

A property that is used by the class economic agreement.

Definition: Some Economic Commitment, that is a commitment in respect of an economic transaction, which arises from the Economic Agreement and exists as a result of that Agreement between the parties to the transaction.

Synonym:

confers exactly one voting right

A property specializing confers some that is used by the class single voting share.

Definition: The share confers exactly one voting right on the Holder.

Synonym:

confers no

A property that is used by the class non voting share.

Definition: The share confers no voting rights on the Holder.

Synonym:

confers ownership of

A property that is used by the class fund share class unit.

Definition:

Synonym:

confers ownership of

A property that can be used by any class.

Definition:

Synonym:

confers ownership of

A property that can be used by any class.

Definition:

Synonym:

confers ownership of

A property that is used by the class subordinated c d o equity.

Definition:

Synonym:

confers ownership of equity

A property that is used by the class share.

Definition: Equity represented by the Share and owned by the Holder of the Share in proportion to the amount of the Issue that they hold.

Synonym:

confers ownership of issued equity

A property specializing confers ownership of equity that is used by the class publicly traded share.

Definition: A share confers on the holder the legal right of ownership of issued equity.

Synonym:

confers ownership of private equity

A property specializing confers ownership of equity that is used by the class privately held share.

Definition: Equity represented by the Private Equity security and owned by the Holder of the share in proportion to the amount of the issue that they hold.

Synonym:

confers some

A property specializing confers that is used by the class voting share.

Definition: The share confers one or more voting rights on the Holder.

Synonym:

confers two or more voting right

A property specializing confers some that is used by the class multiple voting share.

Definition: The share confers multiple voting rights on the Holder.

Synonym:

conforms to

A property that can be used by any class.

Definition:

Synonym:

consideration

A property specializing subject that is used by the class market transaction.

Definition:

Synonym:

consists of

A property that is used by the class fund unit holding.

Definition:

Synonym:

constant

A property that is used by the class formula argument.

Definition: A Constant used in the formula argument.

Synonym:

constituent

A property specializing has consituent that is used by the class mortgage pool.

Definition:

Synonym:

constituted as

A property that is used by the class special purpose vehicle.

Definition: The Special Purpose Vehicle is constituted as some kind of Formal Organization.

Synonym:

constrains

A property that is used by the class policy.

Definition:

Synonym:

constrains

A property that is used by the class law.

Definition: forces, compels, or obliges

Synonym:

contains

A property specializing has portfolio that is used by the class equity fund.

Definition:

Synonym:

contract multiplier

A property that is used by the class equity index option o t c contract.

Definition: The contract multiplier associated with the index option.

Synonym:

contract size

A property that is used by the class exchange traded option contract.

Definition: Number of underlyers in this contract.

Synonym:

contract size

A property that is used by the class forward contract.

Definition: The deliverable quantity of goods or commodities underlying futures, forward and option contracts.

Synonym:

contract size

A property that is used by the class standardized futures option terms set.

Definition: The number of futures contracts traded under one Futures Option.

Synonym:

contract size

A property that is used by the class standardized futures terms.

Definition: The deliverable quantity of goods or commodities underlying the futures contract. This is denominated as a multiple of the lot size in the case of a commodity future. For financial futures this is the number of units of the underlying security.

Synonym:

contract size

A property that is used by the class future instrument.

Definition: The deliverable quantity of goods or commodities underlying the futures contract. This is denominated as a multiple of the lot size in the case of a commodity future. For financial futures this is the number of units of the underlying security.

Synonym:

contract size

A property that is used by the class equity future standardized terms set.

Definition: The number of share units underlying the futures contract.

Synonym:

contract size

A property that is used by the class standardized currency option terms set.

Definition: The number of units of the currency traded under one Futures Contract.

Synonym:

contract size

A property that is used by the class standardized equity option terms set.

Definition: The number of shares traded under one Option Contract.

Synonym:

contract size

A property that is used by the class standardized options terms.

Definition: Number of underlyers to be in a contract.

Synonym:

contract value

A property that is used by the class future instrument.

Definition: The deliverable value of goods, instruments or commodities underlying the futures contract.

Synonym:

contractual commitment conferred by

A property that is used by the class contractually conferred commitment and has the inverse confers contractual commitment.

Definition:

Synonym:

contractual economic agreement conferred by

A property specializing contractual commitment conferred by that is used by the class contractual economic commitment.

Definition: That which confers the contractual economic commitment (transaction related commitment), namely some Economic Agreement with contractual standing, and in which the contract between the parties sets out the details of the Commitment.

Synonym:

contractual economic agreement has party

A property that is used by the class contractual economic agreement.

Definition:

Synonym:

contractual economic commitment described in

A property that is used by the class contractual economic commitment and has the inverse sets out contractual economic commitment.

Definition:

Synonym:

contractual transaction party identity

A property that is used by the class contractual transaction party.

Definition: Transaction Party is identified as some form of Legal Entity in all cases.

Synonym:

contractually defines

A property that is used by the class credit events descriptive terms.

Definition:

Synonym:

contractually determined with reference to

A property that is used by the class contractually determined date.

Definition:

Synonym:

contractually imposed by

A property specializing imposed by that is used by the class contractual restriction.

Definition:

Synonym:

control by party

A property that is used by the class control and has the inverse is a controlling party in role.

Definition: indicates the party in a control relationship where a party controls a thing

Synonym:

control date

A property that is used by the class control document.

Definition: The date at which the controlling aspect of the document takes effect, for example the valid date for a permit, the sign-off date for a written document that is required to proceed with a process or activity.

Synonym:

controlled by

A property that can be used by any class.

Definition: Some entity which controls the Formal Organization, this being some kind of autonomous agent.

Synonym:

controls

A property that can be used by any class and has the inverse is controlled by.

Definition: exercises authoritative or dominating influence over; directs

Synonym:

convention

A property that is used by the class future options exercise terms set.

Definition:

Synonym:

conversion date

A property that is used by the class equity conversion terms.

Definition: Date on or after which the specified conversion may take place.

Synonym:

conversion factor

A property that is used by the class bond future standardized terms set.

Definition: The conversion factor is the price of the delivered bond/note ($1 par value) to yield a fixed rate. The conversion factor is used to calculate a final delivery price.

Synonym:

conversion factor

A property that is used by the class bond future.

Definition: The conversion factor is the price of the delivered bond/note ($1 par value) to yield a fixed rate. The conversion factor is used to calculate a final delivery price.

Synonym:

convertible

A property that is used by the class bond.

Definition: The bond has a conversion feature enabling it to be converted into another instrument on maturity.

Synonym:

convertible date

A property that is used by the class debt conversion terms.

Definition: Date on which the Bond can be converted into the specified Equity Security.

Synonym:

convertible into

A property that is used by the class convertible share.

Definition: The security into which the convertible share can be converted. It is assumed this can be any tradable security.

Synonym:

convertible into

A property that is used by the class convertible bond.

Definition:

Synonym:

correlation amount

A property that is used by the class correlation leg terms.

Definition: The Equity Amount to which the Equity Payment Date relates in relation to each Equity Payment Date.

Synonym:

counterparty

A property specializing has transaction party that is used by the class market transaction.

Definition:

Synonym:

country name

A property that is used by the class country name.

Definition:

Synonym:

coupon amount

A property that is used by the class bond variable coupon.

Definition: The current pr past amount of the bond coupon.

Synonym:

coupon amount

A property that is used by the class scheduled coupon payment.

Definition:

Synonym:

coupon amount

A property that is used by the class preference share coupon.

Definition: Coupon amount as a percentage. Not FIBIM has only "Planned first amount" both for dividend amount and percentage. Further research: may be quoted as an amount not a percentage.

Synonym:

coupon frequency for accrual calculations

A property that is used by the class zero coupon terms set.

Definition: The frequency to be used in the calculation of accruals. Supersedes the Coupon Payment Frequency.

Synonym:

coupon payment currency

A property that is used by the class bond coupon interest terms.

Definition: The currency in which interest payment is to be made.

Synonym:

coupon payment date

A property that is used by the class fund coupon policy.

Definition: The date at which the coupon is distributed to the bond unit holder.

Synonym:

coupon payment frequency

A property that is used by the class fund coupon policy.

Definition: The frequency with which income is allocated (or deemed to be allocated) to investors (eg. six-monthly, yearly, etc).

Synonym:

coupon payment frequency

A property specializing interest payment frequency that is used by the class bond coupon interest terms.

Definition: the established frequency for the interest payment on a bond

Synonym:

court name (please review)

A property that is used by the class county court (please review).

Definition: The formal name of the court.

Synonym:

covered by (please review)

A property that is used by the class collateralized secured loan.

Definition:

Synonym:

cross transaction netting election

A property that is used by the class netting terms.

Definition: Whether either party may elect to carry out netting in respect of two or more transactions carried out under this Master Agreement.

Synonym:

cumulative

A property that is used by the class preference share.

Definition: Whether or not the payment of the fixed dividend, if not made in a given trading year, is carried forward to the next trading year. If yes, skipped dividend payments are accumulated until they are finally paid. If no, skipped payments are not carried forward.

Synonym:

cumulative

A property that is used by the class cumulative preference share.

Definition: Whether or not the payment of the fixed dividend, if not made in a given trading year, is carried forward to the next trading year. This is no: skipped payments are not carried forward.

Synonym:

cumulative

A property that is used by the class non cumulative preference share.

Definition: Whether or not the payment of the fixed dividend, if not made in a given trading year, is carried forward to the next trading year. This is yes: skipped dividend payments are accumulated until they are finally paid.

Synonym:

cumulative prepaid amount (please review)

A property that is used by the class loan prepayment status (please review).

Definition: The cumulative amount that has been pre paid.

Synonym:

currency

A property that is used by the class timed monetary amount.

Definition:

Synonym:

currency

A property that is used by the class currency strategy.

Definition: Currency of the investment.

Synonym:

currency (please review)

A property that is used by the class credit index reference constituent (please review).

Definition: The currency in which the reference instrument is denominated.

Synonym:

currency specific methods

A property that is used by the class payment obligation.

Definition: Payment is to be in the manner customary for the currency in question. Example text: "... in the manner customary for payments in the required currency." It is not clear what if anything the alternative would be. Included as a "yes/no" term for completeness.

Synonym:

current loan rate (please review)

A property that is used by the class loan snapshot or status (please review).

Definition: The rate payable on the loan at this point in time.

Synonym:

current notional value (please review)

A property that is used by the class credit index (please review).

Definition: The notional amount of the index at the present time or at a defined point in the past.

Synonym:

customer

A property specializing counterparty that is used by the class supply transaction.

Definition:

Synonym:

customer transacts with vendor

A property that can be used by any class.

Definition:

Synonym:

D
date

A property that is used by the class date description.

Definition:

Synonym:

date and time

A property that is used by the class date time description.

Definition:

Synonym:

date of incorporation (please review)

A property that is used by the class corporate loan borrower assessment information (please review).

Definition: The date of incorporation of the Corporation.

Synonym:

date offset

A property that is used by the class relative date.

Definition: The offset applied to the date referred to, to define this date.

Synonym:

date offset day type

A property that is used by the class relative date.

Definition:

Synonym:

date roll direction

A property that is used by the class date roll rule.

Definition:

Synonym:

date trading from

A property that can be used by any class.

Definition: date on which the partnership started trading

Synonym:

dated date

A property that is used by the class debt security interest payment terms.

Definition: the date on which an interest paying debt instrument begins to accrue interest

Synonym:

day count basis

A property that is used by the class yield calculation method.

Definition: The convention used to calculate the number of days in an interest payment period.

Synonym:

days accrued

A property that is used by the class dirty price.

Definition: The number of days that interest has accrued, as reflected in the price.

Synonym:

days to call notification

A property that is used by the class notification feature.

Definition: Number of days prior to a call date that the issuer/agent must give notice to holders.

Synonym:

days to put

A property that is used by the class put terms.

Definition: Number of days prior to a mandatory or optional redemption date that the issuer/agent must give notice to holders.

Synonym:

days to put notification

A property that is used by the class put window.

Definition: Number of days prior to a mandatory or optional redemption date that the issuer/agent must give notice to holders. This term replaces the Multipler term in the Duratiojn Description.

Synonym:

de jure controlling interest party has identity

A property specializing has identity that can be used by any class.

Definition: That which performs the role of De Jure Controlling Party.

Synonym:

deal amount

A property that is used by the class pool backed securities deal.

Definition: The amount of the overall deal.

Synonym:

dealing frequency description

A property that is used by the class fund processing terms.

Definition: Description of frequency at which the subscriptions and redemptions are done.

Synonym:

dealt

A property that is used by the class quote price.

Definition: Whether the Quote Price was subsequently the price of a trade, i.e. the Trade Price.

Synonym:

debt derivative contract has underlying

A property that is used by the class debt derivative contract.

Definition:

Synonym:

debt issuance purpose

A property that is used by the class debt instrument issue information.

Definition: Purpose of the Issue of a Debt Security.

Synonym:

debt ranking (please review)

A property that is used by the class credit index reference constituent (please review).

Definition: An indication of the ranking of this debt.

Synonym:

decimal place rounding

A property that is used by the class fund processing terms.

Definition: Number of decimal places to which quantities of units/shares are rounded.

Synonym:

decimal places

A property that is used by the class pool factor.

Definition: The number of decimal places used in the publication of the factor value.

Synonym:

declaration channel

A property that is used by the class net asset value calculation method.

Definition: Means of the net asset value publication, eg, a newspaper.

Synonym:

declaration time

A property that is used by the class net asset value.

Definition: Time of the net asset value publication. Further Notes REVIEW: time of day, year or what?

Synonym:

declared cash dividend percentage

A property that is used by the class dividend stream.

Definition: The declared Cash Dividend Percentage. FpML: 'Declared Cash Dividend Percentage.' Not clear what this means. Action: Move to dated terms.

Synonym:

declared cash equivalent dividend percentage

A property that is used by the class dividend stream.

Definition: The declared Cash Equivalent Dividend Percentage. FpML: 'Declared Cash Equivalent Dividend Percentage.' This means the equivalent cash value of a divdends paid in kind. Needs terms about how and where abnd by whom the price of those is defined. See "Underlying" relative term. Action: Move to dated terms.

Synonym:

decrease in

A property that is used by the class depreciation.

Definition:

Synonym:

default interest applicable

A property that is used by the class default interest obligation.

Definition: Whether a party that defaults in the performance of any payment obligation will, to the extent permitted by law and this agreement be required to pay interest (before as well as after judgment) on the overdue amount to the other party on demand in the same currency as such overdue amount, for the period from (and including) the original due date for payment to (but excluding) the date of actual payment.

Synonym:

default interest compounding basis

A property that is used by the class default interest obligation.

Definition: The basis upon which default interest is to be calculated, as a period of time (e.g. daily).

Synonym:

default rate value

A property that is used by the class default rate.

Definition:

Synonym:

default requirement

A property that is used by the class obligation default.

Definition: The threshold for Obligation Default

Synonym:

default requirement

A property that is used by the class repudiation or moratorium.

Definition: The threshold for Repudiation/Moratorium.

Synonym:

default requirement

A property that is used by the class obligation acceleration.

Definition: The threshold for Obligation Acceleration

Synonym:

default requirement

A property that is used by the class restructuring.

Definition: The threshold for Restructuring.

Synonym:

deferred

A property that is used by the class deferred loan.

Definition:

Synonym:

defined as

A property that is used by the class credit protection commitment.

Definition:

Synonym:

defined as

A property that is used by the class realized variable leg.

Definition:

Synonym:

defined as

A property that is used by the class c d s contingent delivery side.

Definition:

Synonym:

defined as

A property that is used by the class asset return commitment.

Definition:

Synonym:

defined as

A property that is used by the class c d s fee payment commitment.

Definition:

Synonym:

defined by

A property specializing is published by that is used by the class standardized futures terms.

Definition:

Synonym:

defined by

A property that is used by the class option theoretical value.

Definition:

Synonym:

defined by

A property specializing is published by that is used by the class standardized futures listing terms set.

Definition:

Synonym:

defined by

A property specializing is published by that is used by the class standardized options terms.

Definition:

Synonym:

defined from perspective of repo borrower

A property that is used by the class liability repurchase agreement.

Definition:

Synonym:

defined from perspective of repo lender

A property that is used by the class asset repurchase agreement.

Definition:

Synonym:

defined in

A property that is used by the class tax treatment and has the inverse sets out.

Definition:

Synonym:

defined in

A property that is used by the class business day.

Definition:

Synonym:

defined in context of

A property specializing relative business entity defined in context of that is used by the class process role business entity.

Definition: The business context in which the entity has its definition.

Synonym:

defined in context of

A property that can be used by any class.

Definition:

Synonym:

defined in relation to

A property that is used by the class organization strategy.

Definition:

Synonym:

defined in relation to

A property specializing makes reference to that is used by the class debt convexity analytic.

Definition:

Synonym:

defined in relation to

A property specializing makes reference to that is used by the class p v b p.

Definition:

Synonym:

defines

A property that is used by the class equity basket option annex.

Definition:

Synonym:

defines

A property specializing represents that is used by the class reference and has the inverse has definition.

Definition: determines or identifies the essential qualities or meaning of, discovers and sets forth the meaning of, fixes or marks the limits of, demarcates

Synonym:

defines allocations

A property specializing sets that is used by the class fund portfolio investment policy.

Definition:

Synonym:

defines benchmark

A property that is used by the class portfolio benchmark.

Definition:

Synonym:

defines facility

A property that is used by the class l p n terms.

Definition:

Synonym:

defines investor type

A property that is used by the class limited partnership unit restriction.

Definition: Type of investor that is allowed to hold the security.

Synonym:

defines main fund order desk account

A property that is used by the class fund processing terms.

Definition:

Synonym:

defines optional

A property specializing governs that is used by the class option contract.

Definition:

Synonym:

defines optional bond option underlying transaction

A property specializing defines optional that is used by the class o t c bond option.

Definition:

Synonym:

defines periodic payments

A property that is used by the class c d s fee leg stream.

Definition:

Synonym:

defines principals

A property that is used by the class contract preamble.

Definition: The identification of parties to the contract as embodied in the preamble.

Synonym:

defines relationship with

A property that is used by the class stake in fund.

Definition:

Synonym:

defines restrictions

A property that is used by the class limited partnership unit.

Definition:

Synonym:

defines terms for

A property that can be used by any class.

Definition:

Synonym:

defines terms for

A property that is used by the class contract.

Definition: the contract sets out the terms for the something

Synonym:

defining ownership threshold

A property that is used by the class threshold based related company.

Definition: The percentage of ownership of one party by another party, for which it is deemed that the owning Party is to be defined as a Parent and that the other Party is to be defined as a Subsidiary, for the purposes in question.

Synonym:

definition origin

A property that can be used by any class.

Definition: Document from which a given definition was taken directly; the range for this annotation can be a string (either xsd:string or fibo-fnd-utl-bt:text), URI (either xsd:anyURI or fibo-fnd-utl-bt:uri), or BibliographicCitation

Synonym:

delegates control to

A property specializing designates that is used by the class legal person and has the inverse has delegated control of itself.

Definition: indicates a party to which this legal person has delegated some authority or control

Synonym:

delinquent (please review)

A property that is used by the class loan payment status (please review).

Definition:

Synonym:

delinquent (please review)

A property that is used by the class loan arrears status (please review).

Definition:

Synonym:

delisted

A property that is used by the class exchange security trading status.

Definition: Whether the security is currently delisted on that exchange or trading facility.

Synonym:

deliver to

A property that is used by the class commodity physical delivery.

Definition:

Synonym:

delivered by (please review)

A property that is used by the class county court judgment (please review).

Definition:

Synonym:

delivery

A property that is used by the class warrant exercise terms set.

Definition:

Synonym:

delivery

A property that is used by the class option instrument exercise terms.

Definition:

Synonym:

delivery amount

A property that is used by the class deliver cash.

Definition:

Synonym:

delivery amount

A property that is used by the class forward cash delivery.

Definition:

Synonym:

delivery date

A property that is used by the class forward cash delivery.

Definition: FpML = valueDate Definition for 'valueDate' in FpML 'The date on which both currencies traded will settle.' Definition for 'currency1ValueDate' in FpML 'The date on which the currency1 amount will be settled. To be used in a split value date scenario.' Notes 20 Jan: single value date scenario adds nothing to the model. The "split value date" is when Payment Date and SettlementDate are different; otherwise they are the same. We don't need to model this.

Synonym:

delivery date

A property that is used by the class forward delivery terms set.

Definition:

Synonym:

delivery date

A property that is used by the class deliver cash.

Definition: 'The date on which both currencies traded will settle.'

Synonym:

denominated in

A property specializing is measured in that is used by the class duration description.

Definition:

Synonym:

denominated in

A property that is used by the class liquidity.

Definition:

Synonym:

denomination

A property that is used by the class fund.

Definition: Denomination Currency of the fund - Currency in which the fund unit is issued or redenominated and the currency of the NAV calculation.

Synonym:

denomination

A property that is used by the class m b s tranche note.

Definition: The currency amount in which the Note is denominated, for example $500 notes.

Synonym:

denomination

A property that is used by the class negotiable cash.

Definition: The currency in which the negotiable cash is denominated. This is the currency seen in the "Monetary Amount".

Synonym:

denomination

A property that is used by the class coinage.

Definition: The currency in which the money is denominated.

Synonym:

denomination

A property that is used by the class pass through m b s instrument note.

Definition: The currency amount in which the Note is denominated, for example $500 notes. This term added by symmettry with MBS Tranche Note. needs to be reviewed and validated.

Synonym:

denomination

A property that is used by the class value.

Definition:

Synonym:

denomination currency

A property that is used by the class fund unit.

Definition:

Synonym:

denominator

A property that is used by the class price ratio specification.

Definition:

Synonym:

denominator

A property that is used by the class unit price monetary specification.

Definition:

Synonym:

denominator quantity

A property that is used by the class price barter specification.

Definition:

Synonym:

denominator refers to

A property specializing is parameter of reference entity that is used by the class price exchange specification.

Definition:

Synonym:

denotes

A property specializing represents that is used by the class reference and has the inverse has denotation.

Definition: represents, calls by a distinctive title, term, or expression

Synonym:

dependent on

A property that is used by the class contingent transaction commitment.

Definition:

Synonym:

depth of order book

A property that is used by the class equity exchange published price.

Definition: The depth of the order book to which the price refers.

Synonym:

derived from

A property that can be used by any class.

Definition:

Synonym:

derived from

A property that is used by the class analytical information.

Definition:

Synonym:

derived from

A property that can be used by any class.

Definition:

Synonym:

derived from

A property that can be used by any class.

Definition:

Synonym:

derived from

A property that can be used by any class.

Definition:

Synonym:

derived from

A property that is used by the class information.

Definition: What the information derives from or refers to in order to be complete.

Synonym:

derived from outlay

A property that is used by the class yield.

Definition:

Synonym:

derived using

A property specializing derived from that is used by the class equivalent life analytic.

Definition:

Synonym:

described as

A property specializing has issuing agency and security issuer described as that is used by the class participation note issuer.

Definition:

Synonym:

described as

A property specializing has issuing agency and security issuer described as that is used by the class c d o issuing party.

Definition:

Synonym:

described as

A property specializing has issuing agency and security issuer described as that is used by the class a b s issuer.

Definition:

Synonym:

described by

A property that is used by the class known temporal thing.

Definition:

Synonym:

described in

A property that is used by the class fund.

Definition:

Synonym:

described in

A property specializing final state described in (please review) that is used by the class debt offer issue.

Definition:

Synonym:

described in calendar terms by

A property specializing described by that is used by the class known calendar duration.

Definition:

Synonym:

described with reference to

A property specializing has calendar denomination that is used by the class year based duration description.

Definition:

Synonym:

describes

A property specializing is of that is used by the class worthless.

Definition:

Synonym:

describes

A property specializing is about that is used by the class credit event notice.

Definition:

Synonym:

describes treatment of

A property that is used by the class o t c master agreement termination provisions.

Definition:

Synonym:

description

A property that is used by the class duration of more than one year.

Definition:

Synonym:

description

A property that is used by the class portfolio benchmark.

Definition: Description of the benchmark used to determine the performance of a portfolio.

Synonym:

description

A property that is used by the class fund portfolio investment policy.

Definition: The manner in which the manager tries to reach the funds objectives

Synonym:

description

A property that is used by the class up to one year.

Definition:

Synonym:

description

A property that is used by the class tax rule.

Definition: Free text description of the tax rule.

Synonym:

description

A property that is used by the class f r n date rule.

Definition: Textual description of the FRN Date Rule.

Synonym:

description

A property that is used by the class promised cash flow asset.

Definition: a textual description of the cash flow used as an asset.

Synonym:

designates signatory

A property specializing designates that is used by the class legal person.

Definition: designates a party able to sign contracts on the part of the legal person

Synonym:

details

A property that can be used by any class.

Definition:

Synonym:

determination

A property that is used by the class determined temporal thing.

Definition:

Synonym:

determination date

A property that is used by the class fund unit performance.

Definition:

Synonym:

determination date

A property that is used by the class fund price.

Definition: The date when the price is determined. and time.

Synonym:

determination date

A property that is used by the class worst call date determination.

Definition: The date at which the identified call date is identified as being the "Worst" possible call date. Market conditions on that date make the call date in question the "Worst Call" at that time.

Synonym:

determination method

A property that is used by the class correlation leg terms.

Definition: The method according to which an amount or a date is determined.

Synonym:

determination period

A property that is used by the class fund unit performance.

Definition: THe period for which the performance is determined

Synonym:

determined by

A property specializing derived from that is used by the class absolute prepayment rate.

Definition:

Synonym:

determined by

A property specializing derived from that is used by the class prepayment speed.

Definition:

Synonym:

determined relative to

A property specializing is between that can be used by any class.

Definition:

Synonym:

determined to occur on

A property specializing occurs on and occurs on that is used by the class worst call.

Definition:

Synonym:

determined using

A property that is used by the class relatively defined debt instrument yield.

Definition:

Synonym:

determines

A property that is used by the class date determining agent.

Definition:

Synonym:

determines (please review)

A property that is used by the class loan determiner (please review).

Definition:

Synonym:

determines (please review)

A property that is used by the class mortgage lending (please review).

Definition:

Synonym:

determines market price for debt

A property that is used by the class debt securities market maker and has the inverse o t c bond market price has pricing source.

Definition:

Synonym:

develops into

A property that is used by the class pool of individual debts.

Definition:

Synonym:

dirty price includes

A property that is used by the class dirty price.

Definition:

Synonym:

disbursement date

A property that is used by the class disbursed loan.

Definition:

Synonym:

discharged by netting

A property that is used by the class obligation in respect of netting.

Definition: The obligations for payment by either party is automatically discharged or satisfied in the event of other amounts being due on the same day and in the same currency. The Obligation in question is ether discharged completely or replaced with an obligation in respect of the outstanding difference, on the part of whichever party has a greater amount due to the other (a positive amount after netting) for that transaction on that date.

Synonym:

distributed by

A property specializing fund has related party that is used by the class fund.

Definition:

Synonym:

distribution with reinvestment

A property that is used by the class fund unit distribution policy.

Definition: It is possible to hold shares for which the accrued income is distributed, but then reinvested automatically in additional units/shares allocated to the investor.

Synonym:

dividend adjustment

A property that is used by the class equity forward contract.

Definition: One or more Dividend Adjustment Periods, which are used to calculate the Deviation between Expected Dividend and Actual Dividend in that Period.'

Synonym:

dividend amount

A property that is used by the class current ordinary share dividend.

Definition: The dividend amount at the current time.

Synonym:

dividend amount

A property that is used by the class ordinary share dividend.

Definition: Dividend amount as a monetary amount. Not FIBIM has only "Planned first amount" both for dividend amount and percentage.

Synonym:

dividend amount

A property that is used by the class preferred coupon payment term set.

Definition: Planned dividend amount for preferred shares

Synonym:

dividend date

A property that is used by the class preferred coupon payment term set.

Definition: Planned dividend date (day and month) for regular dividend payment commitment.

Synonym:

dividend ex date

A property that is used by the class dividend terms.

Definition: The day and month on which the security is traded "Ex Dividend".

Synonym:

dividend payment date

A property specializing is qualified by that is used by the class ordinary dividend terms.

Definition: The day and month on which dividends are to be paid.

Synonym:

dividend payment date

A property that is used by the class fund dividend policy.

Definition: Day and month on which the dividends would normally be paid.

Synonym:

dividend payment frequency

A property that is used by the class dividend terms.

Definition: The frequency with which dividends are expected to be paid out.

Synonym:

dividend payment frequency

A property that is used by the class fund dividend policy.

Definition: The frequency with which income is allocated (or deemed to be allocated) to investors (eg. six-monthly, yearly, etc).

Synonym:

dividend rate

A property that is used by the class preferred coupon payment term set.

Definition: Planned dividend rate, for preferred shares.

Synonym:

doc type (please review)

A property that is used by the class loan standardization documentation.

Definition:

Synonym:

document becomes document

A property specializing information flow that is used by the class document.

Definition: A document may in the course of its life become another document, for example a draft becoming a later draft or becoming a formal document, or a new revision of a formally revision controlled document.

Synonym:

domicile

A property that is used by the class fund.

Definition: Country in which the investment fund is domiciled.

Synonym:

domicile (please review)

A property that is used by the class loan application borrower assessment information.

Definition: this will really be a relationship fact. This is synonymous with Residence. synonym:Residency

Synonym:

domiciled (please review)

A property that is used by the class mortgage loan borrower information (please review).

Definition: Whether borrower is a resident of the jurisdiction where the property is located. Corporate: Where registered / whether registered in this jurisdiction? Where it pays taxes. Review 07 April: notes for "Domicile" are about the new term "Domicile". Corporate can be "resident" in a location. can be regarded sa resident for tax purposes, which seems to be the thing we refer to as "Registration" (new term added today for Incorporated Company). So we have for example the Registered Address determines your residency? In the US most companies are incorporeated in Delaware because they have more lenient requirements. Place of Incorporation is usually their "Place of REsidence" but they may register in various states for various reasons, and in other foreign countries (except where this is a separate leagel entity presumably? MB). So: Is "Resident" the term we generally use for all legal entities or only for natural persons? Domicile is a better word, and is used in the context of corporations as well as natural persons. Examples: in Aus, someone nameless may have changed their place of residence due to issues around aspextos. Similar casinos incorporated in obscure countries.

Synonym:

domiciled (please review)

A property that can be used by any class.

Definition:

Synonym:

draw down date (please review)

A property that is used by the class loan drawdown.

Definition: The date on which the funds are drawn down, that define the start of the loan.

Synonym:

drawn down by

A property specializing has borrowing party that is used by the class loan drawdown and has the inverse borrows.

Definition:

Synonym:

drawn from

A property that can be used by any class.

Definition:

Synonym:

dual fund

A property that is used by the class fund processing general terms.

Definition: Whether the fund has two prices.

Synonym:

E
early prepayment penalty (please review)

A property that is used by the class loan early prepayment terms.

Definition: The amount to be paid as a penalty in the event of early payment of the loan.

Synonym:

economic agreement governs transaction

A property that is used by the class economic agreement and has the inverse transaction embodies economic agreement.

Definition: The transaction which is set out by this agreement.

Synonym:

economic commitment is conferred by

A property specializing conferred by mutual agreement and is conferred by that is used by the class economic commitment.

Definition: The Economic Commitment, that is some commitment which forms part of a transaction, is conferred by the bilateral Economic Agreement between the parties to the transaction.

Synonym:

editorialNote

A property that can be used by any class.

Definition:

Synonym:

effect of designation

A property that is used by the class master agreement early termination provisions.

Definition: Description of the effect of designation of this right.

Synonym:

effective date

A property that is used by the class o t c option contract.

Definition: The effective date for the option, that is the date from which the derivative contract is valid,

Synonym:

effective date

A property that is used by the class credit default swap contract.

Definition: The effective starting date of the credit protection defined in the contract.

Synonym:

effective date

A property that is used by the class fund processing terms.

Definition: Date/time as from which the processing characteristic is valid.

Synonym:

effective period

A property that is used by the class tax rule.

Definition: Period during which the tax rule applies within the jurisdiction.

Synonym:

effective period

A property that is used by the class portfolio benchmark.

Definition: Period during which the instrument is used as a benchmark for the portfolio.

Synonym:

effective period

A property that is used by the class fund portfolio investment policy.

Definition: Period during which the investment guideline is valid.

Synonym:

effectively exercises

A property that can be used by any class.

Definition: The Investment Owning Party effectively exercises some degree of de facto control as a result of their interest in the entity.

Synonym:

embodies

A property that is used by the class spot cash settlement terms and has the inverse commits to.

Definition:

Synonym:

embodies

A property that is used by the class fx option.

Definition:

Synonym:

embodies

A property specializing transaction embodies economic agreement that is used by the class c d s contingent transaction.

Definition:

Synonym:

embodies

A property specializing transaction embodies economic agreement that is used by the class swaption transaction.

Definition:

Synonym:

embodies

A property that is used by the class fund legal contract.

Definition:

Synonym:

embodies

A property specializing transaction embodies economic agreement that is used by the class forward transaction.

Definition:

Synonym:

embodies

A property that can be used by any class and has the inverse is embodied in.

Definition: is an expression of, or gives a tangible or visible form to (an idea, quality, or feeling), makes concrete and perceptible

Synonym:

embodies

A property that is used by the class fx forward transaction.

Definition:

Synonym:

embodies

A property specializing transaction embodies economic agreement that is used by the class financial securities secondary market transaction and has the inverse governs.

Definition:

Synonym:

embodies

A property specializing transaction embodies economic agreement that can be used by any class.

Definition:

Synonym:

embodies

A property that is used by the class fx forward forward swap.

Definition:

Synonym:

embodies asset return commitment

A property that is used by the class return leg.

Definition:

Synonym:

embodies c d s fee payment commitment

A property that is used by the class fee payment leg.

Definition:

Synonym:

embodies economic commitment

A property that is used by the class transaction event.

Definition:

Synonym:

embodies non binding terms

A property specializing has non-binding terms that is used by the class ordinary share dividend.

Definition:

Synonym:

embodies terms

A property specializing has terms that is used by the class preference share coupon.

Definition:

Synonym:

employer is (please review)

A property that is used by the class loan application borrower assessment information.

Definition:

Synonym:

end of fiscal year

A property that is used by the class fund reporting terms.

Definition: Day and month on any given year at which the books are closed and profit and loss is determined.

Synonym:

enjoyed by

A property that is used by the class contingent right.

Definition: That which enjoys the right.

Synonym:

entered into by

A property that is used by the class option payout commitment.

Definition:

Synonym:

entity controlling party identity

A property specializing has identity that can be used by any class.

Definition: That which is able to be the Entity Controlling Party. Scope Note: It is assumed that since control follows from some form of ownership or contractual instrument, that the range of entities which may fulfil this party role is the same as that for entity ownership, namely "Involved Party"; that is, a logical union of natural persons, legal persons and formal organizations.

Synonym:

entity owning party identity

A property specializing has identity that can be used by any class.

Definition: That which may perform the role of Owner of some business entity or formal organization.

Synonym:

equates to

A property that can be used by any class.

Definition:

Synonym:

equity amount

A property that is used by the class publicly issued equity.

Definition: The Monetary Amount (capital amount) represented by the Issued Equity.

Synonym:

equivalent life value

A property that is used by the class equivalent life analytic.

Definition: The Equivalent Life in years at the stated date.

Synonym:

escrow applicable

A property that is used by the class c d s physical settlement.

Definition: Whether physical settlement must take place through the use of an escrow agent.

Synonym:

escrow applicable (please review)

A property that is used by the class loan contract.

Definition: Whether the servicer is contractually responsible for maintaining an escrow against the account for payment of txes and insurance.

Synonym:

establishes

A property that is used by the class fx call option contract.

Definition:

Synonym:

establishes

A property specializing establishes contractual economic commitment that is used by the class spot contract.

Definition:

Synonym:

establishes

A property that is used by the class fx call option contract.

Definition:

Synonym:

establishes

A property specializing establishes contractual economic commitment that is used by the class forward contract.

Definition:

Synonym:

establishes

A property specializing establishes contractual economic commitment that is used by the class credit default swap contract.

Definition:

Synonym:

establishes

A property specializing establishes contractual economic commitment that is used by the class forward contract.

Definition:

Synonym:

establishes

A property that is used by the class fx spot contract.

Definition:

Synonym:

establishes

A property that is used by the class fx spot contract.

Definition:

Synonym:

establishes (please review)

A property that is used by the class loan contract.

Definition:

Synonym:

establishes (please review)

A property that is used by the class loan contract.

Definition:

Synonym:

establishes contractual economic commitment

A property that is used by the class economic contract.

Definition: An economic contract sets up some commitment on the part of one or other party to the contract.

Synonym:

estate or death put

A property that is used by the class put terms.

Definition: Specifies that a security is subject to be Redeemed upon the passing of the holder.

Synonym:

evaluated by

A property specializing is published by that is used by the class debt independently evaluated price.

Definition:

Synonym:

even lot size

A property that is used by the class derivatives exchange.

Definition: Unit of trading in a commodity, established by an exchange, and to which official price quotations from that exchange apply.

Synonym:

event has consequence

A property that is used by the class risk state transition.

Definition:

Synonym:

ex coupon

A property that can be used by any class.

Definition:

Synonym:

ex coupon date

A property that is used by the class fund coupon policy.

Definition: The date at which the coupon is substracted from the NAV

Synonym:

ex div date

A property that is used by the class fund dividend policy.

Definition: The date at which the dividend is substracted from the NAV

Synonym:

exchange lookalike

A property that is used by the class equity option o t c contract.

Definition: Whether the corresponding transaction is to be treated as an 'exchange look-alike'. If Yes, then the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange

Synonym:

exchange traded bond price has value

A property that is used by the class exchange traded bond price.

Definition: The percentage value of the price at a given point in time

Synonym:

exchanged currency one

A property that is used by the class fx forward contract.

Definition: FpML has a term exchangedCurrency1 but this refers to the currency flow not the currency as in USD, CDN etc. FpML definition for exchangedCurrency1: 'This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.'

Synonym:

exchanged currency two

A property that is used by the class fx forward contract.

Definition:

Synonym:

exchanges

A property that can be used by any class.

Definition: gives or takes one thing in return for another

Synonym:

excludes energy and food

A property that is used by the class consumer price index.

Definition: a predicate indicating whether the index excludes energy and food prices

Synonym:

exemplifies

A property that is used by the class occurrence and has the inverse is exemplified by.

Definition:

Synonym:

exemplifies

A property that is used by the class occurrence and has the inverse has occurrence.

Definition: illustrates by example

Synonym:

exempt (please review)

A property that is used by the class financial instrument tax treatment (please review).

Definition: Whether the tax rule applies within the jurisdiction as a condition of this instrument.

Synonym:

exercise date

A property that is used by the class european exercise convention.

Definition: The date of exercise (expiry)

Synonym:

exercise date offset

A property that is used by the class option strip contract.

Definition: The period in days between the Reset Date and the date on which the Option may be exercised.

Synonym:

exercise determination period

A property that is used by the class asian exercise commitment.

Definition: The period during which the value of the underlying is measured in order to determine when the option may be exercised. The actual exercise date is the final day of the Exercise Period.

Synonym:

exercise window

A property that is used by the class american exercise convention.

Definition: The window during which the Exercise can take place.

Synonym:

exercise window

A property that is used by the class bermuda exercise convention.

Definition: Each time window during which the Exercise can take place.

Synonym:

exercises majority of

A property that can be used by any class.

Definition: Exercises, either alone or in equal degree with other such parties, majority De Facto Control over the entity in respect of which this party is defined.

Synonym:

exercises some degree of control over

A property that can be used by any class.

Definition:

Synonym:

expiry

A property that is used by the class exchange traded option contract.

Definition: Legal expiry of the Contract.

Synonym:

expiry

A property that is used by the class fx option contract.

Definition: FpML 'The date and time in a location of the option expiry. In the case of american options this is the latest possible expiry date and time.'

Synonym:

expiry date

A property that is used by the class contract for difference.

Definition: Date of expiry of the contract

Synonym:

expiry date

A property that is used by the class warrant.

Definition: Expiry date of the warrant. This is the last date on which the holder may exercise the right to buy or sell back the underlying security.

Synonym:

expiry date

A property that is used by the class entitlement rights instrument.

Definition: Legal expiry of the Contract.

Synonym:

explanatory note

A property that can be used by any class.

Definition: a note that provides additional explanatory information about a given concept

Synonym:

expressed as

A property that is used by the class option premium.

Definition:

Synonym:

expressed as

A property that is used by the class exchange options price.

Definition:

Synonym:

expressed as

A property that is used by the class absolate prepayment rate formula.

Definition: ABS = (100 * SMM)/100 + (SMM X (Age- 1)

Synonym:

expressed in relation to

A property that can be used by any class.

Definition:

Synonym:

expressed numerically as

A property that is used by the class constant.

Definition:

Synonym:

expression

A property that can be used by any class.

Definition:

Synonym:

expression

A property that is used by the class interest calculation expression.

Definition: Textual expression of the entire right hand side of the Formula. Note that this is additional to the modelling of the separate Arguments that make up the formula.

Synonym:

extendable by holder

A property that is used by the class tradable debt security redemption terms set.

Definition: Indicates whether the expiration date or maturity date can be extended by the holder, i.e. repayment may be extended or maturity changed.

Synonym:

extendable by issuer

A property that is used by the class tradable debt security redemption terms set.

Definition: Whether the issuer has the option to extend the debt rather than refinancing. If not, the issuer may only refinance the debt by calling the issue and creating a new issue.

Synonym:

extendable date

A property that is used by the class extendable maturity redemption terms set.

Definition: Date to which the Maturity Date may be extended. This date is determined at the set-up of the bond. Note this date is adjustable according to various applicable parameters or terms. May have a rolling extendable maturity date. The bond holder may choose to extend. Usually a 13 month rolling extendable maturity.

Synonym:

extendable period

A property that is used by the class extendable maturity redemption terms set.

Definition: Period during which the Maturity Date may be extended.

Synonym:

extraordinary call provision

A property that is used by the class debt call terms.

Definition: Indicates the existence of an Extraordinary Call provision in the bond call terms.

Synonym:

extraordinary events treatment

A property that is used by the class share option o t c contract.

Definition: Events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.

Synonym:

extraordinary redemption applicable

A property that is used by the class bond.

Definition: whether the security is subject to extraordinary redemption

Synonym:

F
facilitates

A property that can be used by any class and has the inverse is facilitated by.

Definition: provides the context in which an event, a task, a conversation or something else can occur

Synonym:

factor value

A property that is used by the class pool factor.

Definition: The factor, expressed as a numeric amount in the past or present.

Synonym:

fallback bond applicable

A property that is used by the class inflation swap contract.

Definition: The applicability of a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8. Yes implies a value of true.

Synonym:

family name

A property that is used by the class personal name.

Definition: The name the person derives from his or her family

Synonym:

first accounting year end date

A property that is used by the class fund reporting terms.

Definition: Last day of the first accounting year for the fund.

Synonym:

first coupon date

A property that is used by the class bond coupon interest terms.

Definition: the first date on which the issuer or its agent expects or commits to make a coupon payment

Synonym:

first delivery date

A property that is used by the class future instrument.

Definition: The start date of the range of dates by which the underlying for a futures contract must be delivered in order for the terms of the contract to be fulfilled.

Synonym:

first interest accrual date

A property that is used by the class debt security interest payment terms.

Definition: Date from which the security begins to accrue interest.

Synonym:

first interest payment date

A property that is used by the class debt security interest payment terms.

Definition: The day on which the first interest payment is due to the holders of the security.

Synonym:

first n a v calculation date

A property that is used by the class fund.

Definition: The first date of NAV calculation

Synonym:

first notice date

A property that is used by the class future instrument.

Definition: The first date at which a delivery notice can be issued.

Synonym:

first par call date

A property that is used by the class debt call terms.

Definition: The first date on which bonds may be called at Par for redemption.

Synonym:

first par call price

A property that is used by the class debt call terms.

Definition: The price of the bonds on the first Par part call.

Synonym:

first premium call date

A property that is used by the class debt call terms.

Definition: The first date on which bonds may be called for redemption at a price above par.

Synonym:

first premium call price

A property that is used by the class debt call terms.

Definition: The price of the bonds on the first part call at a price above par.

Synonym:

first time buyer (please review)

A property that is used by the class mortgage loan borrower assessment information (please review).

Definition: Whether the borrower is a first time buyer.

Synonym:

firstNotionalStepDate

A property that can be used by any class.

Definition:

Synonym:

fixed coupon amount

A property specializing annual coupon rate that is used by the class bond fixed coupon terms set.

Definition: Fixed interest payment amount due on each Interest Payment Date. This is derived from the Annual Coupon Rate.

Synonym:

fixed strike

A property that is used by the class dividend leg dividend period.

Definition: The strike amount.

Synonym:

fixed strike amount

A property that is used by the class fixed strike amount.

Definition:

Synonym:

floating amount event

A property that is used by the class credit protection contingent leg terms.

Definition: Events which... [definition needed, the FpML text doesn't define it]

Synonym:

floatingRateCap

A property that can be used by any class.

Definition:

Synonym:

floatingRateFloor

A property that can be used by any class.

Definition:

Synonym:

floatingRateMultiplier

A property that can be used by any class.

Definition:

Synonym:

floatingRateSpread

A property that can be used by any class.

Definition:

Synonym:

floor

A property that is used by the class variable interest expression.

Definition:

Synonym:

floor identified by

A property that can be used by any class.

Definition:

Synonym:

follows

A property specializing transaction event follows business process that is used by the class financial primary market transaction.

Definition:

Synonym:

for calendar year

A property that is used by the class statistical measure.

Definition: a predicate indicating the calendar year for which the statistical measure is applicable

Synonym:

for year (please review)

A property that is used by the class g d p value (please review).

Definition: The year for which the GDP figure applies. Further Notes Review whether this needs additional qualifying terms, e.g. the applicable year end for that country.

Synonym:

forecastRate

A property that can be used by any class.

Definition:

Synonym:

formal statement by

A property that is used by the class formal statement.

Definition:

Synonym:

formula text

A property that is used by the class allotment right formula.

Definition: The formula stated as text.

Synonym:

forward

A property that is used by the class tax withholding grossup obligation.

Definition: If a party is required to deduct or withhold tax, whether that party is to promptly forward to the other party an official receipt (or a certified copy), or other documentation reasonably acceptable to that party, evidencing such payment to such authorities.

Synonym:

forward price

A property that is used by the class security forward delivery.

Definition: The forward price per share, index or basket.

Synonym:

forward price

A property that is used by the class forward delivery terms set.

Definition: The forward price of the underlying.

Synonym:

forward rate

A property that is used by the class f x forward outright contract.

Definition: The rate at which the seller currency is purchased in the buyer currency.

Synonym:

franked rate (please review)

A property that is used by the class security tax treatment (please review).

Definition: Percentage of dividend for which tax is already paid.

Synonym:

free float

A property that is used by the class publicly traded share.

Definition: The total number of shares publicly owned and available for trading. The float is calculated by subtracting restricted shares from outstanding shares.

Synonym:

freely transferable funds

A property that is used by the class payment obligation.

Definition:

Synonym:

from

A property that is used by the class memorandum and has the inverse writes.

Definition:

Synonym:

front end load applicable

A property that is used by the class fund subscription terms.

Definition: Whether a front end charge on subscription orders for this class can be applied.

Synonym:

fulfills obligation

A property that is used by the class payment.

Definition: satisfies a requirement for payment of some claim, debt, or other obligation

Synonym:

full legal name

A property that is used by the class legal name.

Definition: The text which represents the full legal name of an entity.

Synonym:

full name (please review)

A property that is used by the class security structured name.

Definition: Full name of the security

Synonym:

fund class type identifier

A property that is used by the class fund unit.

Definition: A textual identification of the class of fund units. This is used to uniquely identify a particular class of fund units, and thereby identify features of this type of unit within the fund.

Synonym:

fund has related party

A property specializing has related party that is used by the class fund.

Definition:

Synonym:

fund legally recorded in

A property that is used by the class fund.

Definition: Relationship note: This relationship has no obvious parent; it is similar to Security legally recorded in Jurisdiction, but that inherits from Contract jurisdiction whereas a Fund is a Pool not a Contract. So the meaning is not the same. Assign parent relationship in future if a more general one exists; at present there is none.

Synonym:

fund structure

A property that is used by the class fund.

Definition: Structure of the subfund, eg, single fund, multi-class.

Synonym:

funded by

A property that is used by the class synthetic debt instrument pool.

Definition:

Synonym:

fx forward rate

A property that is used by the class fx forward contract.

Definition: 'The rate of exchange between the two currencies.'

Synonym:

fx option premium

A property that is used by the class fx option contract.

Definition: FpML 'Premium amount or premium installment amount for an option.'

Synonym:

fx spot rate

A property that is used by the class fx spot contract.

Definition: 'The rate of exchange between the two currencies.'

Synonym:

G
general partner exercises

A property that can be used by any class.

Definition: The General Partner exercises control as a result of holding General Partner equity, which is therefore a form of constitutional control of the entity.

Synonym:

given name

A property that is used by the class personal name.

Definition: The name given to the person by his or her parents and unique within their immediate family.

Synonym:

gives ownership of

A property that is used by the class stake in fund.

Definition:

Synonym:

gives right to buy

A property specializing gives the right to buy that is used by the class subscription right.

Definition:

Synonym:

gives rise to

A property that is used by the class undertaking.

Definition:

Synonym:

gives rise to (please review)

A property that is used by the class loan rate determination (please review).

Definition:

Synonym:

gives the right to buy

A property specializing hasUnderlier that is used by the class stockholders rights instrument.

Definition:

Synonym:

goal

A property that is used by the class business agent context.

Definition:

Synonym:

governed by

A property that is used by the class covered transaction.

Definition:

Synonym:

governed by (please review)

A property that is used by the class loan interest payment commitment.

Definition:

Synonym:

governed by (please review)

A property that is used by the class loan principal repayment commitment.

Definition:

Synonym:

governed by foundation agreement

A property specializing is governed by that is used by the class foundation.

Definition: The agreement which governs the Foundation. This is the document which governs the activities of the Foundation and the contractual relations among the principals.

Synonym:

governed by terms

A property specializing transacted under that is used by the class supply transaction.

Definition:

Synonym:

governs

A property specializing economic agreement governs transaction that can be used by any class.

Definition:

Synonym:

governs

A property that is used by the class market transaction payment terms.

Definition:

Synonym:

governs

A property that can be used by any class and has the inverse is governed by.

Definition: prevails or has decisive influence over; exercises authority

Synonym:

governs

A property that is used by the class master agreement.

Definition: The contractual relationship defined by the master agreement.

Synonym:

governs

A property specializing economic agreement governs transaction that is used by the class securities transaction contract and has the inverse embodies.

Definition:

Synonym:

governs (please review)

A property that is used by the class borrower disclosure requirement (please review).

Definition:

Synonym:

governs (please review)

A property that is used by the class product disclosure requirement (please review).

Definition:

Synonym:

governs payment of

A property specializing governs that is used by the class debt terms.

Definition:

Synonym:

governs the activities of (please review)

A property that is used by the class borrower data protection requirement (please review).

Definition:

Synonym:

governs timeliness of (please review)

A property that is used by the class product disclosure requirement (please review).

Definition:

Synonym:

grace period

A property that is used by the class failure to pay.

Definition: The period of days after any due date that the reference entity has to fulfil its obligations before a failure to pay credit event is deemed to have occurred. Further notes: ISDA 2003 Term: Grace Period. Note this may be a period denominated in business days or calendar days - this is a qualifying fact about the referenced term "Date Period". FpML full definition: 'The number of calendar or business days after any due date that the reference entity has to fulfil its obligations before a failure to pay credit event is deemed to have occurred. ISDA 2003 Term: Grace Period.'

Synonym:

grace period

A property that is used by the class preferred coupon payment term set.

Definition:

Synonym:

grace period (please review)

A property that is used by the class loan termination provisions.

Definition: The period of time after any due date that the borrower has to fulfil its obligations before a a default (failure to pay) is deemed to have occurred.

Synonym:

grace period extension applicable

A property that is used by the class failure to pay.

Definition: Whether the grace period extension provision is applicable. Further notes: Whether this is applicable or not would vary by jurisdiction. Would in fact be a clause in the Loan Contract. There may also be statutory clauses that would override those in a contract, for a given jurisidction. FpML full definition: 'Indicates whether the grace period extension provision is applicable.'

Synonym:

gross income (please review)

A property that is used by the class loan application borrower assessment information.

Definition: Primary borrower underwritten gross income (not rent)

Synonym:

gross income (please review)

A property that is used by the class personal dated facts (please review).

Definition: Primary borrower underwritten personal gross income (not rent)

Synonym:

guaranteed by

A property that can be used by any class.

Definition:

Synonym:

guarantees

A property that can be used by any class and has the inverse opty-isGuaranteedBy.

Definition: provides a formal assurance or promise, esp. that certain conditions shall be fulfilled relating to a product, service, or transaction

Synonym:

guarantor has identity

A property specializing has identity that is used by the class contract guarantor.

Definition:

Synonym:

H
ha principal

A property specializing has principal that is used by the class novated option contract.

Definition:

Synonym:

had value

A property specializing takes values over time that is used by the class timed parameter.

Definition:

Synonym:

has

A property that can be used by any class.

Definition:

Synonym:

has

A property that can be used by any class and has the inverse rel-isOf.

Definition: indicates that someone (or something) possesses something, as a characteristic, attribute, feature, capability, and so forth

Synonym:

has account holder

A property that can be used by any class.

Definition:

Synonym:

has accountant

A property specializing fund has related party that is used by the class fund.

Definition:

Synonym:

has accounting information

A property that is used by the class fund.

Definition:

Synonym:

has accounting reporting frequency

A property that is used by the class fund reporting terms.

Definition:

Synonym:

has accrual basis

A property specializing has that can be used by any class.

Definition: identifies the convention that defines how interest accrues on something, that is the number of days in a month and days in a year that are counted when performing interest accrual calculations

Synonym:

has accrual basis

A property specializing is qualified by that is used by the class debt security interest payment terms.

Definition:

Synonym:

has acquisition date

A property that can be used by any class.

Definition: links an asset or owner/controller/controllee to the date of acquisition

Synonym:

has actual closing date

A property specializing has date that can be used by any class.

Definition:

Synonym:

has ad valorem tax provision

A property that is used by the class municipal bond.

Definition: whether the bond has ad valorem tax provision

Synonym:

has additional information

A property that is used by the class fund.

Definition:

Synonym:

has additional redemption restrictions

A property that is used by the class fund redemption terms.

Definition:

Synonym:

has address

A property specializing has that can be used by any class.

Definition: has a means by which the entity may be located or contacted or may receive correspondence

Synonym:

has address line 1

A property that is used by the class registration address.

Definition: the first line of the street address

Synonym:

has address line 2

A property that is used by the class registration address.

Definition: the second line of the street address

Synonym:

has address line 3

A property that is used by the class registration address.

Definition: the third line of the street address

Synonym:

has address line 4

A property that is used by the class registration address.

Definition: the fourth line of the street address

Synonym:

has alias

A property specializing has name that can be used by any class.

Definition: Any other name by which an individual or organization is known

Synonym:

has amount

A property specializing has numeric value that can be used by any class.

Definition: a total number or quantity

Synonym:

has analytic

A property specializing details that is used by the class debt pool.

Definition:

Synonym:

has annex

A property specializing has contractual element that is used by the class equity basket option o t c contract.

Definition:

Synonym:

has announcement date

A property specializing has date that can be used by any class.

Definition:

Synonym:

has applicable date period

A property specializing has date period that is used by the class statistical measure.

Definition: a predicate indicating the date period for which the statistical measure is applicable

Synonym:

has applicable period

A property that is used by the class exchange traded bond price.

Definition:

Synonym:

has applicable period end

A property specializing has date time value that is used by the class statistical measure.

Definition: a predicate indicating the end of the period for which the statistical measure is applicable

Synonym:

has applicable period start

A property specializing has date time value that is used by the class statistical measure.

Definition: a predicate indicating the start of the period for which the statistical measure is applicable

Synonym:

has appraisal management company

A property specializing has party that can be used by any class.

Definition: relates something to an independent entity through which mortgage lenders order residential real estate valuation services for properties on which they are considering extending loans to homebuyers, as required by US law

Synonym:

has appraised value

A property specializing has notional amount that can be used by any class.

Definition: relates to a monetary amount that is the product of a valuation event

Synonym:

has appraiser

A property specializing has party that can be used by any class.

Definition: relates e.g. an appraisal, to a party that plays the role of conducting a property appraisal

Synonym:

has approved amount

A property specializing has monetary amount that can be used by any class.

Definition: relates, e.g. a loan, to the amount of funds approved

Synonym:

has aquisition price

A property specializing has price that can be used by any class.

Definition: has a value as of the date of acquisition, expressed as an amount of money or goods

Synonym:

has argument

A property that is used by the class formula expression.

Definition:

Synonym:

has as of date

A property specializing has date that can be used by any class.

Definition: relates something to the date on which it is accurate or valid (e.g. a credit report has an asOfDate that means the date when the information was drawn)

Synonym:

has auditor

A property specializing fund has related party that is used by the class fund.

Definition:

Synonym:

has available amount

A property specializing has monetary amount that can be used by any class.

Definition: indicates an amount of money available for an individual or organization to borrow

Synonym:

has award date

A property that is used by the class municipal bond.

Definition: Date on which bonds are awarded to the lead manager or syndicate on negotiated deals or the date of bidding on competitive deals.

Synonym:

has balance

A property that is used by the class account.

Definition:

Synonym:

has balloon payment

A property that can be used by any class.

Definition: whether the contractual terms include or would have included a balloon payment as defined in Regulation Z, 12 CFR 1026.18(s)(5)(i).

Synonym:

has base currency

A property specializing has currency that can be used by any class.

Definition: a predicate indicating the base currency in an exchange rate; one unit of this currency represents R units of the dealt currency, where R is the exchange rate value

Synonym:

has base money unit

A property specializing has that is used by the class amount of money.

Definition: the currency in which the money amount is denominated

Synonym:

has base parameter

A property specializing has argument that is used by the class interest calculation expression.

Definition:

Synonym:

has base period

A property specializing has time context that can be used by any class.

Definition: specifies the base period (typically a prior period) against which a numberic index for a more recent reporting period is compared

Synonym:

has base rate (please review)

A property that is used by the class loan interest payment terms.

Definition:

Synonym:

has base rate (please review)

A property that is used by the class loan floating interest payment terms set.

Definition:

Synonym:

has base unit

A property that is used by the class material amount.

Definition: That in which the material amount is measured.

Synonym:

has beginning

A property that is used by the class temporal entity.

Definition:

Synonym:

has beneficiary

A property specializing has counterparty that is used by the class credit support agreement.

Definition:

Synonym:

has bond maturity registrar

A property specializing has third party that is used by the class bond.

Definition: The person or entity responsible for maintaining records on behalf of the issuer that identify the owners of a registered bond issue.

Synonym:

has borrower

A property specializing has counterparty that is used by the class loan contract.

Definition:

Synonym:

has borrower (i)

A property specializing has party that can be used by any class.

Definition: relates something to an actual or potential borrower (e.g. a LoanContract to the borrowing party, or a CreditInquiry to a potential borrower)

Synonym:

has borrowing party

A property specializing has party in role that is used by the class debt finance.

Definition:

Synonym:

has borrowing party (please review)

A property that is used by the class mortgage loan (please review).

Definition:

Synonym:

has business center

A property specializing has that is used by the class business day adjustment.

Definition: identifies a location where business is conducted, and hence the business calendar used to adjust dates

Synonym:

has business day adjustment

A property specializing has that can be used by any class.

Definition: identifies a convention for adjustment of the business day for handling weekends and holidays

Synonym:

has business day convention

A property specializing has that is used by the class business day adjustment.

Definition: identifies a convention regarding how a date should be handled when it falls on a day that is not a business day

Synonym:

has business recurrence interval convention

A property specializing has that is used by the class business recurrence interval.

Definition: identifies a convention regarding how certain recurring dates should be handled with respect to a given schedule, such as the end of the month

Synonym:

has buyer

A property that is used by the class credit default swap contract.

Definition:

Synonym:

has buyer

A property that is used by the class c d s contingent transaction.

Definition:

Synonym:

has buyer

A property specializing has counterparty that is used by the class forward contract.

Definition:

Synonym:

has buyer

A property specializing has counterparty that is used by the class option contract.

Definition:

Synonym:

has c d o origination objective

A property that is used by the class c d o deal.

Definition:

Synonym:

has calculation agent

A property that is used by the class cash settled forward contract.

Definition:

Synonym:

has calendar denomination

A property specializing denominated in that is used by the class duration description in calendar temporal unit.

Definition:

Synonym:

has calendar period

A property specializing has that can be used by any class.

Definition: identifies a calendar period used in computing a CalendarSpecifiedDate, such as a calendar week, calendar month, calendar quarter, or calendar year

Synonym:

has call calendar type

A property specializing has calendar denomination that is used by the class call of issue.

Definition:

Synonym:

has call rate basis

A property that is used by the class zero coupon bond call.

Definition: For each call event on the schedule: whether the rate is expressed as a % of Par or % of CAV. Zero coupon bonds and OID bonds are callable at an accreted value.

Synonym:

has call redemption type

A property that is used by the class partial call.

Definition: Whether the call will be executed by Lottery or Pro-Rata.

Synonym:

has call terms

A property specializing has repayment terms that is used by the class debt instrument.

Definition:

Synonym:

has call terms

A property specializing has repayment terms that is used by the class debt offering.

Definition:

Synonym:

has charge infomation

A property that is used by the class Offering Commitment.

Definition:

Synonym:

has citizenship

A property specializing has that is used by the class person.

Definition: links a person to their country of citizenship

Synonym:

has city

A property that can be used by any class.

Definition: the name of the city

Synonym:

has closing date

A property specializing has effective date that can be used by any class.

Definition: relates, e.g. a loan contract to the date on which the contract is consummated, officially creating the obligations therein

Synonym:

has closing price determination method

A property that is used by the class exchange traded security price.

Definition: The method by which the closing price is defined.

Synonym:

has co borower (please review)

A property that is used by the class loan contract.

Definition:

Synonym:

has co borower (please review)

A property that is used by the class loan contract and has the inverse borrows (please review).

Definition:

Synonym:

has commencement date

A property specializing has start date that is used by the class party in role.

Definition: the date a party relationship comes into force

Synonym:

has commercial identity

A property specializing has name that is used by the class business.

Definition: A name or identity by which a business organization is known for marketing and communication purposes. This may or may not be the same as the name of the organization.

Synonym:

has common name

A property specializing has name that can be used by any class.

Definition: a name by which something is frequently referred, without reference to any formal usage or structure

Synonym:

has component

A property that is used by the class dividend stream.

Definition:

Synonym:

has component

A property that is used by the class dividend stream.

Definition:

Synonym:

has conditions

A property that is used by the class equity forward contract.

Definition:

Synonym:

has conditions (please review)

A property specializing has contractual element that is used by the class loan contract.

Definition:

Synonym:

has consituent

A property that is used by the class loan pool and has the inverse is constituent of.

Definition: The loans which make up the pool of Loans grouped as an Asset for example to be used as Collateral for a Security. Note: Implied from the definition of Loan Participation Note.

Synonym:

has constituent

A property specializing has part that is used by the class collection and has the inverse is constituent of.

Definition: an essential part, component, or element of some collection or set

Synonym:

has constituent

A property specializing has consituent that is used by the class auto loan pool.

Definition:

Synonym:

has constituent

A property specializing has consituent that is used by the class home equity line of credit pool.

Definition:

Synonym:

has contact details

A property that is used by the class portfolio manager.

Definition:

Synonym:

has contact information

A property that can be used by any class.

Definition: relates an individual or an organization to its contact information

Synonym:

has context

A property specializing has that can be used by any class.

Definition: provides a context in which something is defined, expressed, or represented

Synonym:

has contract duration

A property that is used by the class exchange traded option contract.

Definition:

Synonym:

has contract party

A property specializing has party in role that is used by the class contract.

Definition: has a party which is a signatory to the contract and to which is granted certain rights and obligations as defined in the contract and which concedes certain rights to and imposes certain obligations upon the other party as defined in the contract

Synonym:

has contractual basis

A property that is used by the class contractual right.

Definition:

Synonym:

has contractual capability

A property specializing has capacity that is used by the class contractually capable entity and has the inverse is contractual capability of.

Definition:

Synonym:

has contractual element

A property specializing comprises that is used by the class contract.

Definition: indicates an element, such as contractual definitions, terms describing commitments and the like, that forms part of a contract

Synonym:

has conversion terms

A property specializing has contractual element that is used by the class convertible share.

Definition:

Synonym:

has conversion terms

A property specializing has contractual element that is used by the class convertible bond.

Definition:

Synonym:

has corresponding

A property that is used by the class transaction event.

Definition:

Synonym:

has corresponding alternative aspect

A property specializing has other side that is used by the class transaction event aspect.

Definition:

Synonym:

has corresponding contract

A property that is used by the class fx option transaction.

Definition:

Synonym:

has corresponding forward

A property specializing has corresponding transaction that is used by the class fx swap.

Definition:

Synonym:

has corresponding spot

A property specializing has corresponding transaction that is used by the class fx swap.

Definition:

Synonym:

has corresponding transaction

A property that is used by the class fx spot.

Definition:

Synonym:

has cost

A property specializing has monetary amount that can be used by any class.

Definition: relates an item to its cost

Synonym:

has count

A property specializing has numeric value that can be used by any class.

Definition: indicates the number of things in a collection, such as the number of entries in a RegularSchedule

Synonym:

has counterparty

A property specializing has contract party that is used by the class contract.

Definition: identifies a counterparty to a contract

Synonym:

has counterparty

A property specializing has buyer that is used by the class exchange traded option contract.

Definition:

Synonym:

has country

A property specializing has that can be used by any class.

Definition: identifies the country according to ISO 3166-1

Synonym:

has coupon

A property that is used by the class preference share.

Definition:

Synonym:

has coupon interest terms

A property specializing has interest terms that is used by the class bond.

Definition:

Synonym:

has coupon structure terms

A property that can be used by any class.

Definition:

Synonym:

has coupon variable interest terms

A property specializing has coupon interest terms that is used by the class variable coupon bond.

Definition:

Synonym:

has coverage period

A property specializing has date period that can be used by any class.

Definition: relates something (e.g. a credit report or insurance policy) to the specific time period that it covers

Synonym:

has credit repoprting agency

A property specializing has party that can be used by any class.

Definition: relates something to a party which is prodiving credit report(s) e.g. needed to assess the risk of a loan

Synonym:

has currency

A property specializing has that is used by the class monetary amount.

Definition: the currency in which the monetary amount is defined

Synonym:

has currency name

A property specializing has name that is used by the class currency.

Definition: provides the full currency name, including diacritical marks

Synonym:

has currency tag

A property specializing has unique identifier that is used by the class currency identifier.

Definition: relates a unique three-character string to the identifier for a currency

Synonym:

has data provider

A property specializing fund has related party that is used by the class fund.

Definition: has an organization which is the data provider and is legally responsible for the information provided

Synonym:

has data source

A property that can be used by any class.

Definition: relates something, such as an agreement, contract, document, report, process, and so forth to a source of data used to analyze, develop, explain, produce, or otherwise create it (e.g., Experian provides data for a CreditReport)

Synonym:

has date

A property specializing has that can be used by any class.

Definition: identifies a specific date

Synonym:

has date established

A property specializing has date that can be used by any class.

Definition: the date that the financial service provider was established

Synonym:

has date insured

A property specializing has date that can be used by any class.

Definition: the date that the financial service provider was first insured for the purposes of protecting client accounts

Synonym:

has date of birth

A property specializing has date that is used by the class person.

Definition: links a person with their date of birth

Synonym:

has date of incorporation

A property specializing has date that can be used by any class.

Definition: the formal date of incorporation as stated in filing documents

Synonym:

has date of issuance

A property specializing has start date that can be used by any class.

Definition: links something, typically an agreement, contract, or document, with the date it was issued

Synonym:

has date of registration

A property specializing has date that can be used by any class.

Definition: a date on which the corporation has registered in some jurisdiction for regulatory and / or for tax purposes

Synonym:

has date period

A property specializing has that can be used by any class.

Definition: identifies a specific period of time, including a start date, end date and or duration

Synonym:

has date received

A property specializing has date that can be used by any class.

Definition: relates something to the date when it was received, e.g., a loan application request

Synonym:

has date specification

A property that is used by the class specified date.

Definition: A rule that specifies how a SpecifiedDate is computed.

Synonym:

has date time

A property specializing has that can be used by any class.

Definition: identifies a specific date and time of day, excluding the time zone

Synonym:

has date time stamp

A property specializing has that can be used by any class.

Definition: identifies a specific date and time of day, including the time zone

Synonym:

has date time stamp value

A property that can be used by any class.

Definition: specifies an actual literal (explicit) date and time, including the time zone

Synonym:

has date time value

A property that can be used by any class.

Definition: specifies an actual literal (explicit) date and time

Synonym:

has date value

A property that can be used by any class.

Definition: specifies an actual literal (explicit) date captured in the format specified for xsd:date (i.e., ISO 8601 format), WITHOUT the time or timezone information; the semantics are identical to those of xsd:date

Synonym:

has de facto controlling interest party

A property that can be used by any class.

Definition: Some party which exercises some de facto control over the Formal Organization.

Synonym:

has de jure controlling interest party

A property that can be used by any class.

Definition: The Formal Organization is legally controlled in some way by some de jure controlling party, that is some entity which exercises legally based control.

Synonym:

has deal management style

A property that is used by the class c d o note.

Definition: Whether the CDO is static or managed. This refers to whether or not the CDO manager may make changes to the reference portfolio during the life of the security. Further notes: If it is static, collateral is fixed through the life of the CDO. The reference assets are bought and then are kept untouched for the term of the product.If it is managed, the reference assets are bought (the portfolio is ramped up) and then the CDO manager may alter the portfolio as they see fit.

Synonym:

has dealt currency

A property specializing has currency that can be used by any class.

Definition: a predicate indicating the dealt currency in an exchange rate; R units of this currency represent one unit of the base currency

Synonym:

has debt issuance purpose

A property that is used by the class debt issuance process information.

Definition:

Synonym:

has debt terms

A property that can be used by any class.

Definition:

Synonym:

has debt terms

A property that is used by the class debt finance.

Definition:

Synonym:

has default lot size

A property specializing has numeric value that is used by the class debt offering.

Definition: indicates the default number of units of the security that may be held at any one time

Synonym:

has default settlement convention

A property that is used by the class fund processing terms.

Definition:

Synonym:

has definition

A property specializing has representation that can be used by any class and has the inverse defines.

Definition: specifies a form of words that conveys the meaning associated with something

Synonym:

has degree of control

A property specializing has that is used by the class entity controlling party.

Definition: has degree of control, (partial, majority, or complete) either alone or with other parties, with respect to some activity

Synonym:

has delegated control of

A property specializing is in control of thing that is used by the class legally delegated authority.

Definition: indicates a legal person that has delegated some authority or control to this party

Synonym:

has delegated control of itself

A property specializing has delegated control of that is used by the class legally delegated authority and has the inverse delegates control to.

Definition: indicates a legal person that has delegated some authority or control to this party, and as a result this party therefore has control over itself

Synonym:

has delivery date

A property specializing has end date that can be used by any class.

Definition:

Synonym:

has delivery method (please review)

A property that is used by the class security settlement convention.

Definition: Has a method by which securities are delivered at settlement.

Synonym:

has delivery side

A property specializing has perspective that is used by the class c d s contingent transaction.

Definition:

Synonym:

has denotation

A property specializing has representation that can be used by any class and has the inverse denotes.

Definition: relates a concept (or something else, but typically a concept) to a representation or denotation for that concept

Synonym:

has depository

A property specializing fund has related party that is used by the class fund.

Definition:

Synonym:

has description

A property that can be used by any class.

Definition: a textual description of something

Synonym:

has details

A property that is used by the class fund unit.

Definition: Information on the net asset value calculation of the investment fund component.

Synonym:

has direction

A property that is used by the class option barrier feature event.

Definition:

Synonym:

has disposition date

A property that can be used by any class.

Definition: links something, such as an asset or its owner/controller/controllee to the date something was sold, transferred, destroyed, etc.

Synonym:

has distributiojn policy

A property that is used by the class fund bond class unit.

Definition:

Synonym:

has distribution method

A property that is used by the class dividend terms.

Definition: Method by which Dividend payments are to be distributed.

Synonym:

has distribution policy

A property that is used by the class fund share class unit.

Definition:

Synonym:

has distribution policy

A property that is used by the class fund unit distribution policy.

Definition: Income policy relating to a class type, ie, if income is paid out or retained in the fund.

Synonym:

has distribution policy

A property that is used by the class fund.

Definition: Income policy relating to a class type, ie, if income is paid out or retained in the fund.

Synonym:

has duration

A property specializing has that can be used by any class.

Definition: the duration of a date period or similar concept, such as the tenor of a contract

Synonym:

has duration to maturity

A property specializing has duration that is used by the class debt offering.

Definition: indicates the lifespan of a tradable debt instrument, from the issue date to the scheduled maturity date

Synonym:

has duration value

A property that is used by the class weighted average time to receipt of cashflows.

Definition:

Synonym:

has duration value

A property that is used by the class duration.

Definition: specifies a literal (explicit) duration (amount of time) captured in the format specified for xsd:duration (i.e., ISO 8601 format); the semantics are identical to those of xsd:duration

Synonym:

has effective date

A property that is used by the class equity forward contract.

Definition: The Effective date for a forward starting derivative. This is the starting date for the contract. Further notes: FpML: 'Effective date for a forward starting derivative. If this element is not present, the effective date is the trade date. Note that FpML has this typed as "adjustableDate or relativeDate". Our Determined Date is wider in scope than this and may need to be narrowed down depending on what is the true range of ways in which this date may be defined in a forward contract. Note that the optionality identified in the FpML definition is not reflected here. The assumption is that this exists as a legal fact, and that if that legal fact is not reflected in the FpML message then the trade date is taken to be the (legal) Effective Date. Therefore this term always exists from a legal perspective.

Synonym:

has effective date

A property specializing has date that can be used by any class.

Definition: the date a contract, relationship, or policy comes into force

Synonym:

has effective period

A property that is used by the class investment restriction.

Definition: Period during which the restriction applies.

Synonym:

has end

A property that can be used by any class.

Definition:

Synonym:

has end

A property that is used by the class temporal entity.

Definition:

Synonym:

has end date

A property specializing has date that can be used by any class.

Definition: the ending date of some Schedule or DatePeriod

Synonym:

has entire or partial call choice

A property that is used by the class call schedule.

Definition:

Synonym:

has equity

A property specializing has that is used by the class formally constituted organization.

Definition: the formally constituted organization has some form of stockholders equity

Synonym:

has estimated value

A property specializing has monetary amount that can be used by any class.

Definition: relates something to its estimated value

Synonym:

has event date

A property specializing has date that is used by the class explicitly scheduled event.

Definition:

Synonym:

has execution date

A property specializing has date that can be used by any class.

Definition: the date on which a contract has been fully performed by all parties

Synonym:

has execution date time stamp

A property specializing has date time stamp that can be used by any class.

Definition: the date and time, including time zone, on which a contract has been fully performed by all parties

Synonym:

has exercise convention

A property specializing option exercise terms has convention exercise date convention that is used by the class stock option exercise terms set.

Definition:

Synonym:

has exercise convention

A property specializing is qualified by that is used by the class warrant exercise terms set.

Definition:

Synonym:

has exercise procedure

A property that is used by the class swaption contract.

Definition:

Synonym:

has exercise terms

A property specializing has contractual element that is used by the class warrant.

Definition:

Synonym:

has exercise terms

A property specializing has contractual element that is used by the class exchange traded option contract.

Definition:

Synonym:

has exercise type

A property that is used by the class bond call terms set.

Definition:

Synonym:

has expected coupon

A property that is used by the class fund bond class unit.

Definition:

Synonym:

has expected dividend

A property that is used by the class fund share class unit.

Definition:

Synonym:

has expiration date

A property specializing has end date that can be used by any class.

Definition: links something, typically an agreement, contract, document, or perishable item, with an expiration date

Synonym:

has explicit date

A property specializing has date that can be used by any class.

Definition:

Synonym:

has expression

A property that is used by the class fixed lookback strike formula.

Definition:

Synonym:

has expression

A property that is used by the class formula.

Definition:

Synonym:

has expression

A property that is used by the class floating lookback strike formula.

Definition:

Synonym:

has extraordinary redemption method

A property that is used by the class bond extraordinary redemption.

Definition:

Synonym:

has factor

A property that is used by the class debt pool.

Definition:

Synonym:

has factor

A property that can be used by any class.

Definition:

Synonym:

has family name

A property specializing has person name that is used by the class person.

Definition: the patronymic or family name of a person

Synonym:

has feature

A property specializing has contractual element that is used by the class exchange traded option contract.

Definition:

Synonym:

has feature

A property specializing has contractual element that is used by the class option contract.

Definition:

Synonym:

has fee leg

A property specializing has transaction leg that is used by the class credit default swap transaction.

Definition:

Synonym:

has final stub

A property specializing has stub that can be used by any class.

Definition: identifies any special period at the end of a regular schedule

Synonym:

has first name

A property specializing has person name that is used by the class person.

Definition: the given name or first name of a person, that is the name chosen for them at birth or changed by them subsequently from the name given at birth

Synonym:

has first rate change term

A property specializing has duration that can be used by any class.

Definition: relates a loan contract to a period of time in months after origination during which the interest rate cannot change.

Synonym:

has first trade date

A property specializing has date that can be used by any class.

Definition:

Synonym:

has first trade settlement date

A property specializing has settlement date that can be used by any class.

Definition:

Synonym:

has formal award date

A property specializing has award date that is used by the class municipal bond.

Definition:

Synonym:

has formal name

A property specializing has name that can be used by any class.

Definition: a name by which something is known for some official purpose or context, or which is structured in some way such as to always follow the same format regardless of usage

Synonym:

has formula

A property specializing has that can be used by any class.

Definition: indicates a concise way of expressing information symbolically, as in a mathematical or chemical formula

Synonym:

has formula

A property specializing is qualified by that is used by the class debt security interest payment terms.

Definition:

Synonym:

has formula

A property that is used by the class floating lookback strike terms set.

Definition:

Synonym:

has formula

A property that is used by the class fixed lookback strike terms set.

Definition:

Synonym:

has formula term

A property that is used by the class index linked principal determination terms set.

Definition: The term setting out the formula for calculating the principal paydown amount.

Synonym:

has formula term

A property that is used by the class bond variable coupon terms set.

Definition:

Synonym:

has full legal name

A property specializing has person name that is used by the class person.

Definition: the legally complete name of a person, as used in formal dealings of a legal or contractual nature

Synonym:

has full sovereignty over

A property specializing has sovereignty over that can be used by any class.

Definition: relates a polity to a geopolitical entity where the polity has absolute, supreme and ultimate dominion and authority of a political state subject to no higher power, expressed within its territory in full self-government and in complete freedom from any outside influence

Synonym:

has fund identification

A property specializing is identified by that is used by the class fund.

Definition: Identification of the investment fund. Note this relationship has no parent, and is a sibling to the identifiaciton relationship for Incorporated Company. As BEI work progresses, these should both have a parent relationship for all legal entitity identification.

Synonym:

has fund policy

A property specializing pursues policy that is used by the class fund.

Definition: Overall policy for amounts invested, limitations etc. Not the same as the detailed Portfolio policy.

Synonym:

has fund processing terms

A property specializing has contractual element that is used by the class fund unit.

Definition:

Synonym:

has funding leg

A property specializing has transaction leg that is used by the class return swap transaction.

Definition:

Synonym:

has funds tag

A property specializing has unique identifier that is used by the class funds identifier.

Definition: relates a unique three-character string to the identifier for funds

Synonym:

has funds type

A property that is used by the class funds.

Definition: indicates the type of funds, such as next day for US funds

Synonym:

has g d p amount (please review)

A property that is used by the class g d p value (please review).

Definition: The actual value of the GDP for the applicable period, stated as a monetary amount.

Synonym:

has gender

A property that is used by the class person.

Definition: links a particular gender value with a person

Synonym:

has given name

A property specializing has person name that is used by the class person.

Definition: the given name or first name of a person, that is the name chosen for them at birth or changed by them subsequently from the name given at birth

Synonym:

has governing jurisdiction

A property specializing is governed by that is used by the class contract.

Definition: the jurisdiction governing the contract, as agreed by all parties

Synonym:

has grade

A property that is used by the class oil commodity.

Definition: The grade of oil e.g. Brent Crude.

Synonym:

has guaranteed amount

A property specializing has monetary amount that is used by the class guaranty.

Definition: relates the guaranty to the monetary amount guaranteed

Synonym:

has headquarters address

A property specializing has primary address that can be used by any class.

Definition: identifies the headquarters address for the registered entity

Synonym:

has holder

A property that is used by the class account.

Definition:

Synonym:

has holding period

A property specializing has date period that can be used by any class.

Definition: identifies a holding period applicable to some financial asset

Synonym:

has identity

A property specializing has that can be used by any class.

Definition: provides a means for identifying something that fills a particular role

Synonym:

has identity

A property specializing publisher identity that is used by the class credit rating issuer.

Definition:

Synonym:

has implied contract

A property specializing transaction embodies economic agreement that is used by the class spot transaction.

Definition:

Synonym:

has in force

A property that can be used by any class and has the inverse is in force in.

Definition: relates a jurisdiction or situation to a rule, regulation or law (collectively "law") that is currently in force in that situation or jurisdiction

Synonym:

has indicator value

A property specializing has that can be used by any class.

Definition: specifies quantity value for a given indicator

Synonym:

has inflation bond factor

A property specializing specifies base rate that is used by the class inflation bond variable coupon terms set.

Definition:

Synonym:

has information about

A property that is used by the class funds processing passport.

Definition:

Synonym:

has initial stub

A property specializing has stub that can be used by any class.

Definition: identifies any special period at the start of a regular schedule

Synonym:

has input

A property that can be used by any class and has the inverse is input to.

Definition: relates something (e.g. an occurrence) to something that is used as an input to some activity or process

Synonym:

has intended risk level

A property that is used by the class fund investment objective.

Definition:

Synonym:

has interest calculation schedule

A property specializing has schedule that can be used by any class.

Definition: links a set of terms to a corresponding schedule for calculating interest

Synonym:

has interest payment terms

A property that can be used by any class.

Definition:

Synonym:

has interest payment terms

A property that is used by the class inflation bond.

Definition:

Synonym:

has interest payment terms

A property specializing has contractual element that can be used by any class.

Definition:

Synonym:

has interest rate

A property specializing has that can be used by any class.

Definition: relates something, such as an agreement, or debt instrument, to the rate (typically annual) of interest that is to be paid by the debtor to the creditor on the debt

Synonym:

has interest rate reset schedule

A property specializing has schedule that can be used by any class.

Definition: links a set of terms to a corresponding schedule for resetting the interest rate, which may be either a regular or ad hoc schedule

Synonym:

has interest rate value

A property specializing takes values over time that is used by the class treasury bill reference rate.

Definition:

Synonym:

has interest terms

A property that can be used by any class.

Definition:

Synonym:

has interest terms (please review)

A property specializing has contractual element that is used by the class loan contract.

Definition:

Synonym:

has internal entity

A property specializing has sub-unit that is used by the class formally constituted organization.

Definition: the organization has some part which is formally defined as an Internal Entity, for example for reporting, management or accounting purposes

Synonym:

has investment grade

A property that is used by the class synthetic debt instrument pool funding asset.

Definition:

Synonym:

has issue date

A property that is used by the class fund unit.

Definition: Date of first NAV calculation and start of performance calculations (same as launch date)

Synonym:

has issued capital

A property specializing has nominal capital that can be used by any class.

Definition: The total of a corporation's shares that are held by shareholders. A corporation can, at any time, issue new shares up to the full amount of authorized share capital.

Synonym:

has issuer

A property specializing has party in role that is used by the class financial instrument.

Definition: relates an instrument to the party that issued it

Synonym:

has issuer

A property specializing issued by that is used by the class pool backed securities deal.

Definition:

Synonym:

has issuer identity

A property specializing has identity that is used by the class cash issuer.

Definition: The identity of the party which is the issuer of cash as promissory notes is a Central Bank.

Synonym:

has issuing agency

A property that is used by the class government debt issuer.

Definition:

Synonym:

has jurisdiction

A property specializing controls that can be used by any class.

Definition: relates a polity or government entity to one or more jurisdictions, over which it has some level of legal authority

Synonym:

has jurisdiction

A property specializing has that is used by the class regulatory agency.

Definition: indicates the jurisdiction in which the regulatory agency has authority

Synonym:

has l p n terms

A property specializing has contractual element that is used by the class syndicated loan participation note.

Definition:

Synonym:

has last name

A property specializing has person name that is used by the class person.

Definition: the patronymic or family name of a person

Synonym:

has latitude

A property that can be used by any class.

Definition: Latitude values indicate the angular distance between the Equator and points north or south of it on the surface of the Earth.

Synonym:

has lead manager

A property that is used by the class loan participation note facility.

Definition:

Synonym:

has leg

A property that is used by the class fx option transaction.

Definition:

Synonym:

has leg

A property specializing has that is used by the class swap.

Definition:

Synonym:

has legal control of

A property that can be used by any class.

Definition: The entity has legal control over this organization.

Synonym:

has legal form

A property that is used by the class fund.

Definition:

Synonym:

has legal form abbreviation

A property that can be used by any class.

Definition: The precise form of the incorporated company abbreviation as defined in the jurisdiction in which it is registered, for example LLC, LLP, Ltd, PLC, Corp.

Synonym:

has legal name

A property specializing has formal name that can be used by any class.

Definition: the name used to refer to an person or organization in legal communications

Synonym:

has lender

A property specializing has party that can be used by any class.

Definition: relates something to an actual or potential lender. .e.g. a LoanContract to the lending party, or a pre-approval request to a potential lender

Synonym:

has lender

A property specializing has lending party that is used by the class loan contract.

Definition:

Synonym:

has lending party

A property specializing has party in role that is used by the class debt finance.

Definition:

Synonym:

has lending party (please review)

A property that is used by the class mortgage loan (please review).

Definition:

Synonym:

has length

A property specializing described in calendar terms by that is used by the class coupon stub period duration.

Definition:

Synonym:

has limited guaranty amount

A property specializing has guaranteed amount that is used by the class limited guaranty (please review).

Definition: The amount to which the guaranty is limited.

Synonym:

has liquidity

A property that is used by the class fund portfolio.

Definition:

Synonym:

has listing

A property that is used by the class exchange traded option contract.

Definition:

Synonym:

has listing

A property that is used by the class future instrument.

Definition:

Synonym:

has listing

A property that can be used by any class.

Definition:

Synonym:

has listing

A property that is used by the class exchange traded warrant.

Definition:

Synonym:

has listing

A property that is used by the class listed bond.

Definition:

Synonym:

has listing (please review)

A property that is used by the class trading registered security.

Definition:

Synonym:

has listing date

A property specializing has date that can be used by any class.

Definition:

Synonym:

has loan application status

A property that is used by the class loan lifecycle status.

Definition:

Synonym:

has loan maturity period

A property specializing has duration that can be used by any class.

Definition: the scheduled period of time expressed as a number of a specific time period unit after which the loan will mature.

Synonym:

has loan phase

A property that is used by the class loan drawdown.

Definition:

Synonym:

has loan purpose (please review)

A property that is used by the class loan drawdown.

Definition:

Synonym:

has loan third party

A property that can be used by any class.

Definition:

Synonym:

has local jurisdiction

A property specializing has governing jurisdiction that is used by the class equity option o t c contract.

Definition:

Synonym:

has location

A property that is used by the class built property.

Definition: The physical location of the built item or property.

Synonym:

has longitude

A property that can be used by any class.

Definition: Lines of longitude, called meridians, run perpendicular to lines of latitude, and all pass through both poles. Longitude values indicate the angular distance between the Prime Meridian and points east or west of it on the surface of the Earth.

Synonym:

has m i g provider (please review)

A property that is used by the class mortgage loan (please review).

Definition:

Synonym:

has maiden name

A property specializing has person name that is used by the class person.

Definition: the patronymic or family name which a person was born with and which predates any changes of name due to marriage

Synonym:

has management company

A property specializing fund has related party that is used by the class fund.

Definition:

Synonym:

has margin call

A property that is used by the class futures listing.

Definition: A broker's demand on an investor using margin to deposit additional money or securities so that the margin account is brought up to the minimum maintenance margin. This is sometimes called a 'fed call' or 'maintenance call'.

Synonym:

has margin parameter

A property specializing has argument that is used by the class interest calculation expression.

Definition:

Synonym:

has margin provision

A property that is used by the class futures listing.

Definition: An amount necessary to cover the purchase of the underlying security since delivery is mandatory, be it physical or cash. Failing to provide a sufficient provision will result in a margin call.

Synonym:

has maturity duration

A property that is used by the class commercial paper.

Definition:

Synonym:

has maturity level

A property that can be used by any class.

Definition:

Synonym:

has maturity level

A property that can be used by any class.

Definition:

Synonym:

has measurement date

A property specializing has date value that can be used by any class.

Definition: a predicate indicating the date on which the measure was taken

Synonym:

has measurement period in months

A property that is used by the class measure.

Definition: a predicate indicating the coverage period for which the measure is applicable expressed in months

Synonym:

has measurement unit

A property specializing has that is used by the class quantity value.

Definition: a quantity value is expressed in terms of a particular measurement unit

Synonym:

has member

A property that can be used by any class and has the inverse is member of.

Definition: relates something, typically a group or organization, to some discrete thing identified as a part (member) of it

Synonym:

has member

A property that is used by the class geopolitical group and has the inverse is in group.

Definition:

Synonym:

has member

A property that is used by the class set of equity index constituents.

Definition:

Synonym:

has method of adjustment

A property that is used by the class equity forward contract.

Definition:

Synonym:

has middle name or initial

A property specializing has person name that is used by the class person.

Definition:

Synonym:

has milestone term (please review)

A property that is used by the class construction loan contract (please review).

Definition:

Synonym:

has minimum legal working age

A property that can be used by any class.

Definition: a predicate indicating the legal working age (minimum), in years, of people that are counted as members of the working population

Synonym:

has minor unit

A property that can be used by any class.

Definition: relates a code for the minor unit of currency to the currency or fund

Synonym:

has monetary amount

A property specializing has that can be used by any class.

Definition: relates something to a monetary amount (e.g. credit limit, notional amount)

Synonym:

has municipal bond capital type

A property that is used by the class municipal bond.

Definition:

Synonym:

has municipal bond refund terms

A property that is used by the class municipal bond.

Definition: has terms governing the refunding process of municipal securities

Synonym:

has municipal debt obligor

A property specializing has third party that is used by the class municipal security.

Definition:

Synonym:

has municipal trustee

A property specializing has third party that is used by the class municipal bond.

Definition: The financial institution with trust powers, designated by the issuer or borrower, that acts, pursuant to a bond contract, in a fiduciary capacity for the benefit of the bondholders in enforcing the terms of the bond contract.

Synonym:

has municipal use

A property that is used by the class municipal security.

Definition: the application of funds in connection with a new issue of municipal securities

Synonym:

has name

A property specializing details that can be used by any class.

Definition:

Synonym:

has name

A property that can be used by any class.

Definition: that by which some thing is known; may apply to anything

Synonym:

has nature of control

A property specializing has that is used by the class entity controlling party.

Definition: has nature or kind of control, de facto or limited de facto control

Synonym:

has negative amortization

A property that can be used by any class.

Definition: whether the contractual terms include or would have included a contractual term that would cause the covered loan to be a negative amortization loan as defined in Regulation Z, 12 CFR 1026.18(s)(7)(v).

Synonym:

has negotiated

A property that is used by the class committed credit facility.

Definition:

Synonym:

has nominal capital

A property specializing has that can be used by any class.

Definition: Nominal capital is an alternate term for authorized share capital. The maximum value of securities that a company can legally issue. This number is specified in the memorandum of association (or articles of incorporation in the US) when a company is incorporated, but can be changed later with shareholders approval. Authorized share capital may be divided into (1) Issued capital - par value of the shares actually issued, (2) Paid up capital - money received from the shareholders in exchange for shares, and (3) Uncalled capital - money remaining unpaid by the shareholders for the shares they have bought.

Synonym:

has nominal number of units

A property specializing has amount that can be used by any class.

Definition: indicates the base (face value) number of units of something associated with some offering

Synonym:

has non-binding terms

A property specializing has contractual element that is used by the class contract.

Definition: refers to terms that are included in the contract but are not considered binding

Synonym:

has note

A property that is used by the class mortgage backed security instrument.

Definition:

Synonym:

has note amount

A property specializing has monetary amount that can be used by any class.

Definition: relates something to an amount to be paid as specified on an executed promissory note

Synonym:

has notification feature

A property that is used by the class debt call terms.

Definition:

Synonym:

has notional amount

A property specializing has monetary amount that can be used by any class.

Definition: has a notional value expressed as some monetary amount, that is a number and a currency in which that number is denominated

Synonym:

has notional step schedule

A property specializing has schedule that can be used by any class.

Definition: links a set of terms to a corresponding notional step schedule, which may be either a regular or ad hoc schedule

Synonym:

has number of affordable dwelling units

A property specializing has number of dwelling units that can be used by any class.

Definition: relates real estate to the number of dwelling units it contains that are income-restricted under Federal, State, or local affordable housing programs.

Synonym:

has number of dwelling units

A property that can be used by any class.

Definition: relates real estate to the number of dwelling units it contains

Synonym:

has number of entries

A property that can be used by any class.

Definition: a predicate indicated the number of elements in some document, table, or other resource (e.g., in a report, table)

Synonym:

has numeric code

A property specializing has unique identifier that can be used by any class.

Definition: relates a numeric code to the currency or fund

Synonym:

has numeric value

A property that can be used by any class.

Definition: a number associated with a quantity value

Synonym:

has numeric value

A property that can be used by any class.

Definition: indicates a value expressed as a number

Synonym:

has numerically measurable property

A property that is used by the class measured thing.

Definition:

Synonym:

has objective

A property that is used by the class strategy.

Definition:

Synonym:

has obligation

A property specializing has that is used by the class payer and has the inverse is obligation of.

Definition: identifies a duty or obligation that a given party has taken on

Synonym:

has occurrence

A property specializing has that is used by the class occurrence kind and has the inverse exemplifies.

Definition: identifies occurrences of a given occurrence kind

Synonym:

has offering

A property specializing has that can be used by any class and has the inverse is offering of.

Definition: relates something to a voluntary but conditional promise submitted by a buyer or seller (offeror) to another (offeree) for acceptance, and which becomes legally enforceable if accepted by the offeree

Synonym:

has offering amount

A property specializing has notional amount that can be used by any class.

Definition: indicates the notional monetary amount (face value), determined based on reference data, market rates or some other agreed method associated with some offering

Synonym:

has offering price

A property specializing has price that can be used by any class.

Definition: indicates the price associated with an offering, which may be an explicit or calculated price

Synonym:

has offering units

A property specializing has amount that can be used by any class.

Definition: indicates the actual number of units of something, including any premium on the number of units, associated with some offering

Synonym:

has operand

A property that is used by the class formula argument.

Definition:

Synonym:

has operating address

A property specializing has that is used by the class formally constituted organization.

Definition: address at which the organization carries out its operations

Synonym:

has operator

A property that is used by the class formula argument.

Definition:

Synonym:

has option guarantor

A property specializing has contract guarantor that is used by the class exchange traded option contract.

Definition:

Synonym:

has option type

A property that is used by the class option contract.

Definition: Whether it is a call option (right to purchase a specific underlying asset) or a put option (right to sell a specific underlying asset)

Synonym:

has option type election date

A property that is used by the class chooser option contract.

Definition: The date on which the holder of the Chooser option contract determines a choice of either a Call or a Put,

Synonym:

has ordinal number

A property that can be used by any class.

Definition: An ordinal number meaning 1st, 2nd, 3rd, etc.

Synonym:

has origin

A property specializing refers to market that is used by the class quote price.

Definition:

Synonym:

has original issue discount amount

A property that is used by the class zero coupon bond.

Definition: the difference between the stated redemption price at maturity and the issue price

Synonym:

has origination objective

A property that is used by the class c d o note.

Definition:

Synonym:

has originator company

A property specializing has party that can be used by any class.

Definition: relates something, typically a loan contract, to the company affilliated with the person originating the loan

Synonym:

has originator person

A property specializing has party that can be used by any class.

Definition: relates something, typically a loan contract, to a person that initially originates or creates it

Synonym:

has other viewpoint

A property specializing has other side that is used by the class credit side.

Definition:

Synonym:

has outlook period

A property that is used by the class debt instrument yield.

Definition:

Synonym:

has output

A property specializing has that can be used by any class and has the inverse is output from.

Definition: relates something (e.g. an occurrence) to something that is the result of some activity or process

Synonym:

has outstanding amount

A property specializing has monetary amount that can be used by any class.

Definition: indicates an amount of money representing the principal, interest, or other amount owed at a specific point in time

Synonym:

has overall period

A property specializing has date period that is used by the class schedule.

Definition: identifies a DatePeriod that includes all the Dates of a Schedule, including any ScheduleStubs

Synonym:

has owned thing

A property that is used by the class ownership and has the inverse is an owned thing in role.

Definition: indicates the party in an ownership relationship where a party owns a thing

Synonym:

has owning party

A property that is used by the class ownership and has the inverse is an owning party in role.

Definition: indicates the thing in an ownership relationship where a party owns a thing

Synonym:

has parameter

A property that is used by the class yield calculation method.

Definition:

Synonym:

has parameter

A property specializing has margin parameter that is used by the class fixed interest expression.

Definition:

Synonym:

has part

A property that can be used by any class and has the inverse is a part of.

Definition: indicates any portion of a thing, regardless of whether the portion itself is attached to the remainder or detached; cognitively salient or arbitrarily demarcated; self-connected or disconnected; homogeneous or gerrymandered; material or immaterial; extended or unextended; spatial or temporal

Synonym:

has part

A property that is used by the class fx forward outright.

Definition:

Synonym:

has part

A property that is used by the class fx forward outright.

Definition:

Synonym:

has partial sovereignty over

A property specializing has sovereignty over that can be used by any class.

Definition: relates a polity to a geopolitical entity where the polity exercises partial dominion and authority of a political state

Synonym:

has partnership equity

A property specializing has equity that can be used by any class.

Definition: The Partnership has some Partnership Equity in it.

Synonym:

has party

A property specializing has that can be used by any class and has the inverse is a party to.

Definition: identifies an independent party associated with an agreement, contract, policy, regulation, or other business arrangement

Synonym:

has party (please review)

A property that is used by the class mortgage loan (please review).

Definition:

Synonym:

has party account holder

A property that is used by the class account servicing.

Definition:

Synonym:

has party account provider

A property that is used by the class account servicing.

Definition:

Synonym:

has party balance

A property that is used by the class nostro or vostro.

Definition:

Synonym:

has party being checked

A property specializing has party that can be used by any class.

Definition: is a party for which a credit report is being or has been requested

Synonym:

has party in role

A property that is used by the class relationship context.

Definition: The role fulfilled by a party in a relationship context.

Synonym:

has party in role

A property specializing has that can be used by any class.

Definition: identifies a party acting in a specific role as related to the particular agreement, contract, policy, regulation, or other business relationship

Synonym:

has payer

A property that is used by the class option premium.

Definition:

Synonym:

has paying party

A property specializing has party in role that can be used by any class.

Definition: defines the payer party for a funding leg of a swap

Synonym:

has payment amount

A property specializing has monetary amount that is used by the class payment.

Definition: specifies the amount of money involved in a payment

Synonym:

has payment date

A property that is used by the class option premium.

Definition: The payment date for the Option Premium.

Synonym:

has payment schedule

A property specializing has schedule that can be used by any class.

Definition: defines a schedule of payments for a funding leg of a swap

Synonym:

has payment schedule (please review)

A property that is used by the class loan contract.

Definition:

Synonym:

has payment status

A property that can be used by any class.

Definition:

Synonym:

has percentage

A property that is used by the class partial call allocation.

Definition:

Synonym:

has percentage control

A property specializing has that is used by the class degree of control.

Definition: indicates the percentage (out of 100) control that one party has over another

Synonym:

has percentage value

A property that is used by the class percentage.

Definition: indicates the value of a percentage expressed as a fraction of 100

Synonym:

has percentage value (please review)

A property that is used by the class inflation rate value (please review).

Definition: The actual value of the inflation rate, stated as a percentage.

Synonym:

has percentage value (please review)

A property that is used by the class unemployment rate value (please review).

Definition: The actual value of the unemployment rate, stated as a percentage of the population unemployed for the stated period.

Synonym:

has performance determination method

A property that is used by the class fund.

Definition:

Synonym:

has period duration

A property that is used by the class periodic date series.

Definition:

Synonym:

has periodic date series

A property that is used by the class coupon schedule specification.

Definition: Periodic regular Coupon payments in the Coupon Schedule.

Synonym:

has periodicity

A property specializing has recurrence interval that can be used by any class.

Definition: specifies a recurrence interval (monthly, quarterly, annual) that an indicator reflects

Synonym:

has perpetual call

A property that is used by the class debt call terms.

Definition: the asset has a perpetual call schedule

Synonym:

has person name

A property specializing has name that is used by the class person.

Definition: links any sort of name to an individual person

Synonym:

has perspective

A property that is used by the class transaction event.

Definition:

Synonym:

has place of birth

A property specializing has that is used by the class person.

Definition: links a person with their place of birth

Synonym:

has policy terms

A property that is used by the class fund bond unit coupon.

Definition:

Synonym:

has policy terms

A property that is used by the class fund share class unit dividend.

Definition: Terms for the expected distributions of dividends.

Synonym:

has pool number

A property specializing has numeric value that is used by the class publicly issued debt.

Definition: indicates the pool number of the debt

Synonym:

has population size

A property specializing has amount and has amount that can be used by any class.

Definition: a predicate indicating the number of elements in a given population

Synonym:

has portfolio

A property that is used by the class fund.

Definition:

Synonym:

has postal code

A property that is used by the class registration address.

Definition: the postal code of this address as specified by the local postal service

Synonym:

has potential event

A property that is used by the class tranched m b s instrument.

Definition:

Synonym:

has preconditions (please review)

A property that is used by the class loan product.

Definition:

Synonym:

has premium

A property that is used by the class swaption contract.

Definition:

Synonym:

has premium

A property that is used by the class option contract.

Definition:

Synonym:

has premium type

A property that is used by the class option premium.

Definition: The type of premium payment. FpML: 'Premium type for a forward starting equity option.'

Synonym:

has prepayment penalty term

A property specializing has duration that can be used by any class.

Definition: relates a loan contract to a period of time in months after which there is no prepayment penalty.

Synonym:

has prepayment terms (please review)

A property specializing has contractual element that is used by the class loan contract.

Definition:

Synonym:

has price

A property specializing has that can be used by any class.

Definition: indicates the value of something expressed as an amount of money or goods

Synonym:

has price and yield day count convention

A property specializing has business recurrence interval convention that can be used by any class.

Definition: indicates the convention used to determine the number of days in a month and days in a year that are counted when performing calculations for yield and price figures

Synonym:

has price determination method

A property that is used by the class exchange traded option contract.

Definition:

Synonym:

has primary address

A property specializing has that is used by the class formally constituted organization.

Definition: The main address at which communications to the organization may be addressed; its headquarters address.

Synonym:

has principal

A property specializing has contract party that is used by the class contract.

Definition: identifies the main or principal party to a contract

Synonym:

has principal

A property specializing has that can be used by any class.

Definition: indicates the face value of an obligation, such as a bond or loan, that must be repaid at maturity, i.e., the base amount raised by a mortgage or other debt instrument

Synonym:

has principal

A property specializing has seller that is used by the class exchange traded option contract.

Definition:

Synonym:

has principal amortization terms

A property that is used by the class amortizing bond.

Definition:

Synonym:

has principal based on

A property specializing is based on that is used by the class inflation bond.

Definition:

Synonym:

has principal repayment date

A property specializing has end date that is used by the class principal repayment terms.

Definition: relates an instrument to the date when the principal must be repaid in full

Synonym:

has principal repayment terms

A property that can be used by any class.

Definition:

Synonym:

has principal repayment terms

A property that is used by the class inflation bond.

Definition: The terms for payment of the principal. These are linked to a published market index.

Synonym:

has principal repayment terms

A property specializing has principal amortization terms that is used by the class index amortizing bond.

Definition:

Synonym:

has principal terms (please review)

A property specializing has contractual element that is used by the class loan contract.

Definition:

Synonym:

has priority as defined in

A property that is used by the class shareholder equity.

Definition:

Synonym:

has priority level

A property specializing has that is used by the class guaranty.

Definition: relates a guaranty to some level of priority that guaranty has in the context of the contract, for example for a credit enhancement priority

Synonym:

has projected value

A property specializing takes values over time that is used by the class timed parameter.

Definition:

Synonym:

has proto commitment

A property that is used by the class Offering.

Definition:

Synonym:

has provider

A property specializing has principal that is used by the class credit support agreement.

Definition:

Synonym:

has provider

A property specializing has principal that is used by the class future instrument.

Definition:

Synonym:

has published sinking fund amortization terms description

A property that is used by the class bond with published sinking fund.

Definition:

Synonym:

has publisher

A property that is used by the class publication and has the inverse publishes.

Definition: some person or organization whose role it has been to publish this information

Synonym:

has purpose

A property that is used by the class purposive thing.

Definition: The purpose for which the Purposive Thing is defined; the reason some thing, with some (usually independent) form, is defined as a Purposive Thing. The actual or intended usage to which the thing is put or may be put.

Synonym:

has put calendar type

A property specializing has calendar denomination that is used by the class put window.

Definition:

Synonym:

has quantity kind

A property specializing has that is used by the class quantity.

Definition: a quantity is an instance of the category of quantity that is the quantity kind

Synonym:

has quotation block amount basis

A property that is used by the class quoted exchange rate.

Definition: indicates the amount of the dealt currency which would be exchanged in a trade for which the stated spot rate applies

Synonym:

has quotation date

A property specializing has date that can be used by any class.

Definition: indicates the quotation date for a given market rate or indicator

Synonym:

has quotation date and time

A property specializing has date time that can be used by any class.

Definition: indicates the quotation date and time for a given market rate or indicator

Synonym:

has quotation settlement basis

A property specializing has duration that is used by the class quoted exchange rate.

Definition: indicates the settlement period for a trade for which the stated spot rate applies

Synonym:

has quotation settlement basis in days

A property that is used by the class quoted exchange rate.

Definition: the settlement period in days for a trade for which the stated spot rate applies

Synonym:

has quote currency

A property specializing has dealt currency that can be used by any class.

Definition: indicates the quote currency in an exchange rate; R units of this currency represent one unit of the base currency

Synonym:

has rate reset time of day

A property specializing has date time that can be used by any class.

Definition: indicates the time of day when a rate is reset

Synonym:

has rate value

A property that can be used by any class.

Definition: has a value for a rate expressed as a number (may be a percentage or raw number)

Synonym:

has reach

A property that is used by the class jurisdiction.

Definition: indicates the geopolitical unit (country, federal province or municipality) or geophysical extent in which the jurisdiction has effect

Synonym:

has receiver

A property that is used by the class option premium.

Definition:

Synonym:

has receiving party

A property specializing has party in role that can be used by any class.

Definition: defines the recipient for a funding leg of a swap

Synonym:

has recurrence interval

A property specializing has that can be used by any class.

Definition:

Synonym:

has recurrence start date

A property specializing has start date that can be used by any class.

Definition: the starting Date of the first recurrence of a RegularSchedule

Synonym:

has redemption terms

A property specializing has contractual element that can be used by any class.

Definition:

Synonym:

has redemption terms

A property that can be used by any class.

Definition:

Synonym:

has reference asset

A property that is used by the class asset return stream.

Definition:

Synonym:

has reference currency

A property specializing has that is used by the class reference interest rate.

Definition: relates a reference rate to the currency it is based on

Synonym:

has reference obligation

A property specializing hasUnderlier that is used by the class credit default swap contract.

Definition:

Synonym:

has reference period

A property specializing has recurrence interval that can be used by any class.

Definition: specifies a reference (baseline) recurrence interval for which a given economic indicator applies

Synonym:

has reference rate

A property specializing takes reference parameter that is used by the class reference debt instrument.

Definition:

Synonym:

has regional context

A property specializing has context that can be used by any class.

Definition: specifies the regional (geopolitical) context for a given measurement, population, or economic indicator

Synonym:

has registered address

A property specializing has that is used by the class formally constituted organization.

Definition: The organization has an address at which it is registered and at which legal papers may be served on it.

Synonym:

has registration date

A property specializing has date that can be used by any class.

Definition:

Synonym:

has registration requirement

A property specializing has that can be used by any class.

Definition: identifies a registation requirement that is applicable to a given security

Synonym:

has registration status

A property that can be used by any class.

Definition: the status of a specific registration, such as a registered identifier or license

Synonym:

has registration status revision date

A property specializing has date that can be used by any class.

Definition: the date that the status of a specific registration in the registry was revised

Synonym:

has registry entry

A property specializing has part that is used by the class registry.

Definition:

Synonym:

has related fund terms

A property specializing has related terms that is used by the class fund.

Definition:

Synonym:

has related party

A property that is used by the class synechdocal thing.

Definition:

Synonym:

has related terms

A property that is used by the class funds processing referent.

Definition:

Synonym:

has relative duration

A property specializing has duration value that can be used by any class.

Definition: a duration between two explicit dates

Synonym:

has release date

A property specializing has date that can be used by any class.

Definition: specifies the release date for a given economic indicator

Synonym:

has relevant jurisdiction

A property specializing has governing jurisdiction that is used by the class equity option o t c contract.

Definition:

Synonym:

has remarketing agent

A property specializing has third party that is used by the class municipal security.

Definition: The municipal securities dealer responsible for reselling to investors securities (such as variable rate demand obligations and other tender option bonds) that have been tendered for purchase by their owner.

Synonym:

has repayment terms

A property that is used by the class bullet bond.

Definition:

Synonym:

has repayment terms

A property specializing has contractual element that can be used by any class.

Definition:

Synonym:

has repayment terms

A property specializing has contractual element that is used by the class debt instrument.

Definition:

Synonym:

has reporting period

A property specializing has date period that can be used by any class.

Definition: specifies the reporting period for which a report or something else, such as a market rate or economic indicator, applies

Synonym:

has reporting period

A property specializing has date period that can be used by any class.

Definition: specifies the reporting period for which a given economic indicator applies

Synonym:

has representation

A property specializing has that can be used by any class and has the inverse represents.

Definition: relates a concept to some textual or other symbol which is intended to convey the sense of that concept or to some form of words which sets out the meaning of that concept

Synonym:

has requested amount

A property specializing has monetary amount that can be used by any class.

Definition: relates e.g. a request for a loan to the amount of funds requested (e.g. regarding a loan)

Synonym:

has reset schedule

A property that is used by the class option strip contract.

Definition:

Synonym:

has reset schedule

A property that is used by the class resetable strike terms set.

Definition:

Synonym:

has restriction

A property specializing has that can be used by any class.

Definition: identifies a restriction applicable to a given financial instrument or listing

Synonym:

has restructuring type code

A property that is used by the class restructuring.

Definition: has a code representing the kind of restructuring event in relation to some defined scheme of such

Synonym:

has return leg

A property specializing has transaction leg that is used by the class return swap transaction.

Definition:

Synonym:

has role

A property specializing has that is used by the class thing in role.

Definition: provides a means for relating a person, organization, group, or other entity to a role that entity plays in some relationship and context

Synonym:

has rounding direction

A property that is used by the class yield calculation method.

Definition: Whether the accrued interest is rounded up or down in this method.

Synonym:

has schedule

A property that is used by the class lookback strike terms set.

Definition:

Synonym:

has schedule

A property that is used by the class stepped coupon type.

Definition: The schedule of dates and interest amounts applicable from those dates, forming part of the terms of the Stepped Coupon.

Synonym:

has schedule

A property specializing has that can be used by any class.

Definition: indicates a schedule for something

Synonym:

has scheduled unpaid balance

A property specializing has that can be used by any class.

Definition: relates to what the balance should be after a scheduled payment is made according to contract terms

Synonym:

has security identifier

A property that is used by the class fund unit.

Definition:

Synonym:

has seller

A property that is used by the class c d s contingent transaction.

Definition:

Synonym:

has seller

A property specializing has principal that is used by the class forward contract.

Definition:

Synonym:

has seller

A property that is used by the class fx option contract.

Definition:

Synonym:

has seller

A property specializing has principal that is used by the class option contract.

Definition:

Synonym:

has seller

A property that is used by the class credit default swap contract.

Definition:

Synonym:

has senior appraiser

A property specializing has party that can be used by any class.

Definition: relates e.g. an appraisal to the appraiser with seniority or supervisory responsibilities

Synonym:

has series

A property that can be used by any class.

Definition: indicates the series identified by the issuer in the event that the instrument is issued in several series (also known as tranches)

Synonym:

has series end

A property that is used by the class periodic date series.

Definition:

Synonym:

has series origin

A property specializing has start date that can be used by any class.

Definition: specifies the original starting date for the time series for a given economic indicator

Synonym:

has settlement arrangement

A property that is used by the class future instrument.

Definition: The action by which an underlying commodity, security, cash value, or delivery instrument covering a contract is tendered and received by the contract holder.

Synonym:

has settlement date

A property specializing has date that can be used by any class.

Definition: the date by which an executed order must be settled, either by a buyer paying for the securities with cash or by a seller delivering the securities and receiving the proceeds of the sale for them

Synonym:

has settlement date

A property specializing has date that can be used by any class.

Definition: a predicate indicating the settlement date of a given transaction

Synonym:

has settlement date

A property specializing has end date that can be used by any class.

Definition: a predicate indicating the date by which an executed order or transaction must be settled

Synonym:

has settlement side

A property that is used by the class c d s contingent transaction.

Definition:

Synonym:

has shared sovereignty over

A property specializing has sovereignty over that can be used by any class.

Definition: relates a polity to a geopolitical entity where the polity exercises shared dominion and authority of a political state

Synonym:

has side

A property that is used by the class fx spot transaction.

Definition:

Synonym:

has signatory

A property specializing has party in role that is used by the class formally constituted organization.

Definition: has a party which is authorized to sign contracts on behalf of the entity

Synonym:

has some dividend periods

A property that is used by the class dividend leg dividend period.

Definition:

Synonym:

has sovereignty over

A property specializing has that is used by the class polity.

Definition: relates a polity to a geopolitical entity where the polity exercises dominion and authority of a political state

Synonym:

has stage

A property specializing has part that can be used by any class and has the inverse is stage of.

Definition: relates something, such as a product or trade lifecycle or related process, to a phase or stage in that lifecycle

Synonym:

has standard setter

A property specializing is published by that is used by the class technical standard.

Definition: The agency by which the standard is set.

Synonym:

has start

A property that can be used by any class.

Definition:

Synonym:

has start date

A property specializing has date that can be used by any class.

Definition: the starting Date of something

Synonym:

has status

A property that is used by the class document.

Definition:

Synonym:

has status

A property specializing details that can be used by any class and has the inverse is of.

Definition: has some indication of the standing of the thing within some lifecycle or process.

Synonym:

has status

A property that is used by the class disbursed loan.

Definition:

Synonym:

has strike effect

A property that is used by the class option strip contract.

Definition: Whether the Strike rate is to be subtracted from the Observable rate on the reset date, or whether the Observable rate is to be subtracted from the Strike rate, to determine the settlement amount.

Synonym:

has strike leg

A property specializing has transaction leg that is used by the class single settlement swap.

Definition:

Synonym:

has strike terms

A property specializing has contractual element that is used by the class option contract.

Definition:

Synonym:

has structure type

A property that is used by the class c d o note.

Definition: The source of funds for the CDO. This is either cashflow or market value.

Synonym:

has stub

A property specializing has that is used by the class regular schedule.

Definition:

Synonym:

has sub fund

A property specializing has part that is used by the class umbrella fund.

Definition:

Synonym:

has sub-unit

A property specializing has part that is used by the class formally constituted organization and has the inverse is sub-unit of.

Definition: The company has a branch, which is part of that company. This may be in another country or in the country in which that company is registered (incorporated).

Synonym:

has subdivision

A property specializing has that can be used by any class.

Definition: identifies the country subdivision (state, province, region, etc.) according to ISO 3166-2

Synonym:

has subject

A property that is used by the class formula.

Definition:

Synonym:

has subject

A property specializing is about that is used by the class message.

Definition:

Synonym:

has subject

A property that is used by the class c d s contingent transaction.

Definition:

Synonym:

has subscription amount

A property specializing has amount and has amount that can be used by any class.

Definition:

Synonym:

has subscription period

A property specializing has date period that can be used by any class.

Definition:

Synonym:

has subscription terms

A property specializing has related fund terms that is used by the class fund.

Definition:

Synonym:

has surname

A property specializing has person name that is used by the class person.

Definition: the patronymic or family name of a person

Synonym:

has swap identifier

A property specializing has that can be used by any class.

Definition: relates a swap lifecycle event to the identifier for the swap

Synonym:

has syndicate member

A property that is used by the class loan participation note facility.

Definition:

Synonym:

has tenor

A property specializing has duration that can be used by any class.

Definition: indicates the length of time for which a given rate, such as an interbank rate, exchange rate, other market rate is quoted, or a debt instrument has remaining prior to maturity or expiration

Synonym:

has tenor in days

A property that is used by the class interbank rate.

Definition: a predicate indicating the length of time for which the interbank rate is quoted expressed as a number of days

Synonym:

has tenor in months

A property that is used by the class interbank rate.

Definition: a predicate indicating the length of time for which the interbank rate is quoted, e.g., 3 months, 6 months expressed as a number of months

Synonym:

has tense

A property that is used by the class time sensitive information.

Definition:

Synonym:

has term for one coupon

A property that is used by the class conditional coupon type.

Definition:

Synonym:

has termination date

A property specializing has end date that can be used by any class.

Definition: links something, typically an agreement, contract, document, or process, with a date on which it was terminated

Synonym:

has terms

A property that is used by the class contractually defined numerical parameter.

Definition:

Synonym:

has terms

A property specializing has that is used by the class contract.

Definition: identifies the written terms which define and describe the commitments, rights and obligations of the parties to the contract and set out commonly agreed definitions, calculations and the like, and which form part of the contract

Synonym:

has terms

A property that is used by the class bond redemption payment.

Definition:

Synonym:

has terms

A property specializing has contractual element that is used by the class o t c derivative transaction master agreement.

Definition:

Synonym:

has textual expression

A property that is used by the class formula.

Definition: The expression of the Formula in text. The arguments and parameters are also linked separately - there is no formal connection between the components of the Formula as modelled here and the textual expresion of it - these can either or both be expressed depending on the business information available.

Synonym:

has third party

A property specializing has party in role that is used by the class contract.

Definition: identifies a party which is not signatory to the party but has some role in the overall context defined by the contract.

Synonym:

has time context

A property specializing has context and has date period that can be used by any class.

Definition: specifies the time context for a given measurement, population, or economic indicator

Synonym:

has time direction

A property specializing has that can be used by any class.

Definition: A TimeDirection indicates whether a CalendarSpecifiedDate is figured from the beginning or end of a calendar period.

Synonym:

has total closing costs

A property specializing has cost that can be used by any class.

Definition: relates to he amount of total loan costs, as disclosed pursuant to Regulation Z, 12 CFR 1026.38(f)(4).

Synonym:

has total points and fees

A property specializing has cost that can be used by any class.

Definition: relates to the total amount of points and fees, expressed in dollars, calculated in accordance with Regulation Z, Truth in Lending.

Synonym:

has tradable unit

A property that is used by the class fund.

Definition:

Synonym:

has trade date

A property specializing has date that can be used by any class.

Definition: a predicate indicating the date on which a security or commodity future trade actually takes place

Synonym:

has trade repository namespace

A property that is used by the class unique trade identifier.

Definition: indicates the trade repository namespace component of a unique trade identifier

Synonym:

has trade repository transaction identifier

A property that is used by the class unique trade identifier.

Definition: indicates the transaction identifier component of a unique trade identifier, which is unique at the repository level

Synonym:

has tranche

A property that is used by the class c d o deal.

Definition:

Synonym:

has tranche

A property that is used by the class c d o deal.

Definition:

Synonym:

has tranche

A property that is used by the class c d o deal.

Definition:

Synonym:

has tranche

A property specializing has part that is used by the class credit facility.

Definition:

Synonym:

has tranche

A property that is used by the class c d o deal.

Definition:

Synonym:

has tranche purpose

A property that is used by the class credit facility tranche.

Definition: The purpose for which the Tranche may exist. Notes 10 Feb: Question: What about a website that offers facilities for multiple purposes? Sometimes facility and purpose are not kept distinct. Differences: Retail lending - as modeled here commercial lending - see notes Purpose - Specific lenders e.g. Sallie Mae: Is it a loan or a credit facility? Is it structured similar to Construction / project loan? May look like multiple loans but these are fungible so it looks like one loan? Semantically: Facility v Loan? Student loan: usually for no more than one year. Would have multiple loans, so e.g. 2 or 3 semesters. School sets up number of disbursements so that tan equal amount goes at the start of a given semestrer. Next year you apply again for the loan AND before that you reassess the credit worthiness, so this means you are applying for a new Credit Facility Tranche as defined here. Always treated as a separate loan. School also has to certify that loan. See status - schol status, grace period status. Defer, small fixed, etc. versus full P&I which applies when they have left school May be 10 years or so. Would be separate loans, but pulled into one bull group, with one payment. May be a min payment amount to be applied abgainst each loan, say min $50 per payment, based upon the Program. Is the Program a facility?? Or should we regard it as a kind of pool of loans, with a single repayment schedule. Account? Consolidation. The individual doesn't have to see loads of statements.

Synonym:

has tranche type

A property that is used by the class structured finance instrument.

Definition:

Synonym:

has transaction component

A property that is used by the class economic transaction.

Definition:

Synonym:

has transaction leg

A property that can be used by any class.

Definition:

Synonym:

has transaction party

A property that is used by the class economic transaction.

Definition:

Synonym:

has transfer agent

A property specializing fund has related party that is used by the class fund.

Definition:

Synonym:

has underlying

A property that is used by the class participation note.

Definition: THe underlying for the Participation Note.

Synonym:

has underlying

A property that is used by the class o t c contract on future.

Definition:

Synonym:

has underlying

A property that is used by the class international depositary receipt.

Definition:

Synonym:

has underlying

A property that is used by the class equity option.

Definition:

Synonym:

has underlying

A property that is used by the class structured finance instrument.

Definition:

Synonym:

has underlying

A property that is used by the class equity derivative contract.

Definition:

Synonym:

has underlying

A property specializing produces that is used by the class pool backed securities deal.

Definition:

Synonym:

has underlying assets

A property that is used by the class cash asset backed security instrument.

Definition: The ABS has an underlying pool asset which is either a loan pool or a credit card pool. This is actually defined as being any kind of pool asset that is not a mortgage pool, so any other types of pool should be added. This is more satisfactory that modeling it with a "not" relationship to Mortgage Pool, though that may be more correct.

Synonym:

has underlying cashflow

A property specializing has underlying assets that is used by the class esoteric a b s.

Definition:

Synonym:

has underlying contract

A property that is used by the class synthetic debt instrument pool.

Definition: The underlying CDS which is created to mechanise the cash flows in the synthetic portfolio.

Synonym:

has underlying pool

A property that is used by the class agency c m o.

Definition:

Synonym:

has underlying pool

A property that is used by the class c d o deal.

Definition:

Synonym:

has unique identifier

A property that can be used by any class.

Definition: has some textual or numeric information which when taken in combination with some associated scheme is unique to the thing and may be used to distinguish it from other things of the same or different type

Synonym:

has unit cost

A property specializing has monetary amount that can be used by any class.

Definition: relates an item to its unit cost

Synonym:

has unit issuer

A property specializing fund has related party that is used by the class fund.

Definition:

Synonym:

has universe size

A property specializing has amount and has amount that can be used by any class.

Definition: a predicate indicating the number of elements in a given universe

Synonym:

has url

A property that can be used by any class.

Definition:

Synonym:

has valuation (please review)

A property that is used by the class loan property collateral (please review) and has the inverse is of (please review).

Definition:

Synonym:

has valuation date

A property that is used by the class option valuation terms set.

Definition:

Synonym:

has valuation terms

A property specializing has contractual element that is used by the class forward contract.

Definition:

Synonym:

has valuation terms

A property specializing has contractual element that is used by the class option contract.

Definition:

Synonym:

has valuation time of day

A property that is used by the class master confirmation valuation time terms set.

Definition:

Synonym:

has valuation timing

A property that is used by the class forward valuation terms set.

Definition:

Synonym:

has value

A property specializing takes values over time that is used by the class timed parameter.

Definition:

Synonym:

has value

A property that is used by the class numeric amount.

Definition: The amount of whatever this is a quantity of.

Synonym:

has value at issue

A property specializing has price that can be used by any class.

Definition: indicates a relative price with respect to the face value at which an instrument is issued, namely par, premium or discount

Synonym:

has value at issue

A property that is used by the class debt instrument.

Definition: The relative value at which the instrument is issued, namely par, premium or discount.

Synonym:

has value at maturity

A property that is used by the class debt instrument.

Definition: The value at which the instrument matures, namely par, discount or premium.

Synonym:

has value at redemption

A property specializing has price that can be used by any class.

Definition: indicates a relative price with respect to the face value at the time an instrument is redeemed, namely par, discount or premium

Synonym:

has value expressed in

A property specializing has that is used by the class financial instrument.

Definition: relates an instrument to the currency its value is typically expressed in

Synonym:

has vector

A property that is used by the class Dimension.

Definition:

Synonym:

has verbal award date

A property specializing has award date that is used by the class municipal bond.

Definition: has a date on which ...

Synonym:

has vested in it

A property specializing has capacity that is used by the class legally delegated authority.

Definition: indicates the delegated legal authority that is vested in the controlling party

Synonym:

has warrant underlying

A property specializing hasUnderlier that is used by the class warrant.

Definition:

Synonym:

has zero coupon call terms

A property that is used by the class zero coupon bond.

Definition:

Synonym:

has zero coupon terms

A property specializing has coupon interest terms that is used by the class zero coupon bond.

Definition:

Synonym:

hasCreditLimit

A property specializing has monetary amount that can be used by any class.

Definition: relates to the maximum amount of funds that may be borrowed from an account (e.g. for line of credit)

Synonym:

hasDeliveryAmount

A property specializing has notional amount that can be used by any class.

Definition:

Synonym:

hasValue

A property that is used by the class atomic value.

Definition:

Synonym:

held by

A property that is used by the class futures trading margin.

Definition:

Synonym:

historic pricing indicator

A property that is used by the class net asset value calculation method.

Definition: Indicates whether the price is historic or forward.

Synonym:

history 1-6 m arrears payments (please review)

A property that is used by the class personal dated facts (please review).

Definition: History - use timed status values and timed status information entity which has present and past values.

Synonym:

history 6 plus m arrears payments (please review)

A property that is used by the class personal dated facts (please review).

Definition: As above History of payments missed on previous mortgage(s) with months &gt; 6M in arrears &lt;/p&gt; &lt;p&gt; RR has count of payments missed - but the form here with associated dates will mean that entered data remains valid over time dirty data &lt;/p&gt; &lt;p&gt; History of (non) payments6+ months in arrears on preceding mortgages &lt;/p&gt; &lt;p&gt; Data form is a list with dates and indicated event ( OK / arrears 6+ Mo ) &lt;/p&gt; &lt;p&gt; (AO 24, RR 40 ) &lt;/p&gt;

Synonym:

HMDA disposition date

A property specializing has date that can be used by any class.

Definition: the date associated with the HMDA Disposition for a HMDA Covered Loan

Synonym:

holder may reinvest

A property that is used by the class distributing share class.

Definition: Whether or not the holder may reinvest dividends in the fund.

Synonym:

holding transferable

A property that is used by the class fund processing general terms.

Definition: Whether registered investors are able to transfer some or all of their holdings to third parties.

Synonym:

holds

A property that is used by the class managed c d o.

Definition:

Synonym:

holds

A property that is used by the class c d o deal.

Definition:

Synonym:

holds

A property that is used by the class funds s p v.

Definition: The Funds Special Purpose Vehicle holds this Fund.

Synonym:

holds

A property that is used by the class fund portfolio.

Definition:

Synonym:

holds

A property that is used by the class debt s p v.

Definition: The Debt Special Purpose Vehicle holds assets in the form of a debt pool.

Synonym:

holds

A property specializing has constituent that is used by the class investment portfolio.

Definition:

Synonym:

holds

A property that is used by the class synthetic debt s p v.

Definition:

Synonym:

holds

A property that is used by the class escrow agent.

Definition:

Synonym:

holds an ownership interest in

A property specializing owns that can be used by any class and has the inverse is partially owned by.

Definition: links a party to some organization it holds an ownership interest in

Synonym:

holds during

A property specializing has date period that can be used by any class.

Definition: a relationship that states that some condition or state holds during a specified date period

Synonym:

holds equity in

A property specializing holds that can be used by any class and has the inverse is equity held by.

Definition: links a party to some equity it holds

Synonym:

holds majority controlling voting rights in

A property specializing holds significant controlling voting rights in that can be used by any class.

Definition: relates a legal person to a company in which the party holds fifty percent or more of the controlling voting rights

Synonym:

holds partnership equity in

A property specializing owns that can be used by any class.

Definition: relates a partner to the equity that partner holds in the partnership

Synonym:

holds pool

A property that is used by the class securities issuance s p v.

Definition: The Issuance Special Purpose Vehicle holds assets in the form of a pool of securities.

Synonym:

holds significant controlling voting rights in

A property specializing holds some controlling voting rights in that can be used by any class.

Definition: relates a legal person to a company in which the party holds a significant proportion of the controlling voting rights

Synonym:

holds some means of

A property that is used by the class controlling interest party.

Definition: Some means of control held by the party.

Synonym:

how quoted

A property that is used by the class share price.

Definition: How the price is quoted e.g. decimal or fraction.

Synonym:

how secured (please review)

A property that is used by the class secured loan.

Definition:

Synonym:

hsa part

A property that is used by the class draft document.

Definition:

Synonym:

I
identified as

A property specializing guarantor has identity that is used by the class state guarantor.

Definition:

Synonym:

identified as

A property specializing has identity that is used by the class fund legal form.

Definition:

Synonym:

identified as

A property specializing has identity that is used by the class benchmark.

Definition:

Synonym:

identified as

A property specializing publisher identity that can be used by any class.

Definition: The business entity which is the supplier of the market data.

Synonym:

identified as

A property that is used by the class stake in fund.

Definition:

Synonym:

identified as

A property specializing issuer identity that is used by the class commercial paper issuer.

Definition:

Synonym:

identified as

A property that is used by the class underlying issuer.

Definition:

Synonym:

identified as

A property that is used by the class depositary receipt issuer.

Definition:

Synonym:

identified as

A property specializing has identity that is used by the class control document.

Definition:

Synonym:

identifies

A property that can be used by any class and has the inverse is identified by.

Definition: is the relationship between something and that which provides a unique reference for it

Synonym:

identifies

A property that is used by the class date determination terms set.

Definition:

Synonym:

identifies

A property that is used by the class jurisdiction strategy.

Definition: Jurisdiction (country, county, state, province, city) of the investment.

Synonym:

identifies asset types by

A property that is used by the class asset class strategy.

Definition:

Synonym:

identifies building

A property specializing identifies physical address component that is used by the class street address text and has the inverse building identified by.

Definition:

Synonym:

identifies building sub unit

A property specializing identifies physical address component that is used by the class building sub unit address fragment.

Definition:

Synonym:

identifies counterparty

A property that can be used by any class.

Definition: The counterparty to the contract, identified in the contract principals identification.

Synonym:

identifies country

A property specializing identifies physical address component that is used by the class country name and has the inverse country has name.

Definition:

Synonym:

identifies physical address component

A property specializing is index to that is used by the class postal address element and has the inverse physical address component identified by.

Definition:

Synonym:

identifies physical area

A property specializing is index to that is used by the class geolocation coordinates.

Definition:

Synonym:

identifies post box

A property specializing identifies physical address component that is used by the class p o box number.

Definition:

Synonym:

identifies post code area

A property specializing identifies physical address component that is used by the class postal code and has the inverse post code area identified by.

Definition:

Synonym:

identifies principal

A property that can be used by any class.

Definition: The principal to the contract, identified in the contract principals identification.

Synonym:

identifies third party

A property that can be used by any class.

Definition: A third party identified in the third party identification.

Synonym:

identity

A property that is used by the class futures trading account provider.

Definition:

Synonym:

identity

A property that is used by the class support tranche.

Definition:

Synonym:

identity

A property that is used by the class observable best value.

Definition:

Synonym:

identity

A property that is used by the class futures commodity underlying.

Definition:

Synonym:

identity

A property that is used by the class observable final value.

Definition:

Synonym:

identity

A property that is used by the class inflation index fall back bond.

Definition:

Synonym:

identity

A property that is used by the class lookback strike observable.

Definition:

Synonym:

identity

A property that is used by the class equity future share underlying.

Definition:

Synonym:

identity

A property that is used by the class futures contract underlying.

Definition:

Synonym:

identity

A property that is used by the class interest rate future debt underlying.

Definition:

Synonym:

identity

A property that is used by the class novated option contract principal.

Definition:

Synonym:

identity (please review)

A property that is used by the class county court actor (please review).

Definition:

Synonym:

impact

A property that is used by the class financial transaction risk.

Definition:

Synonym:

impact

A property that is used by the class credit risk.

Definition:

Synonym:

impact

A property that is used by the class risk.

Definition:

Synonym:

impacts upon

A property that is used by the class impact.

Definition:

Synonym:

implements fund policy

A property specializing implements policy that is used by the class fund portfolio.

Definition:

Synonym:

implements policy

A property that is used by the class business function referent.

Definition:

Synonym:

implied by

A property that is used by the class contingent obligation and has the inverse implies some.

Definition:

Synonym:

implies context

A property that is used by the class synechdocal thing.

Definition:

Synonym:

implies some

A property that is used by the class contingent right and has the inverse implied by.

Definition:

Synonym:

imposed by

A property that is used by the class restriction and has the inverse imposes.

Definition:

Synonym:

imposes

A property that is used by the class instrumentality and has the inverse imposed by.

Definition: some instrumentality such as a contract or law imposes a restriction on some entity in regard to some subject matter

Synonym:

in default

A property that is used by the class o t c master agreement conditions precedent.

Definition: The condition that some default has occurred in respect to the other party. Further notes: Conditions precedent typically include that no default has occurred, so this is typically or always "no". Sample text (of which this term is a part): " the condition precedent that no Event of Default or Potential Event of Default with respect to the other party has occurred and is continuing, "

Synonym:

in default

A property that is used by the class disbursed loan.

Definition: Whether the loan is in default.

Synonym:

in default loan includes

A property that is used by the class in default loan.

Definition: The status of any legal proceedings, as a part of this status information at a given point in time.

Synonym:

in relation to

A property that is used by the class loan maturity.

Definition:

Synonym:

in respect of

A property that is used by the class security credit status.

Definition: Basis of the Credit Rating, i.e. the Credit of the Creditor assuming this is taken into account in determining the Credit Rating. This model may be adjusted to put more detail into the basis, including payments history, credit history and the like.

Synonym:

in respect of

A property that can be used by any class.

Definition:

Synonym:

inception date

A property that is used by the class fund share class unit.

Definition: Authorization date in the country of origin. Further Notes See definition in Inception Date for Fund. Separate fact exists here. Same definition used. EFAMA Review notes: Inception Date exists as soon as there is a prospectus, so it is a fact about a Share Class even if the share class is never formally issued or offered to the public. Legal structure exists even if something is not launched. Editor question: Review stated this was a fact about Share Class; confirm this fact does not apply to Bond and Note units, or was the term Share Class being used to mean all three? Meanwhile I have put the term "Issue Date" as a fact about all Fund Unit, as this is given a sa separate term in the EFAMA DD spreadsheet. MAy come clearer in the next version of that.

Synonym:

inception date

A property that is used by the class fund.

Definition: Authorization date in the country of origin.

Synonym:

include related firms

A property that is used by the class organization strategy.

Definition: Whether or not the strategy includes firms which are related in some way to the referenced organization.

Synonym:

includes

A property that is used by the class analytics calculation model.

Definition:

Synonym:

includes

A property that is used by the class portfolio investment strategy.

Definition:

Synonym:

includes

A property that is used by the class put terms.

Definition:

Synonym:

includes

A property that is used by the class published sinking fund amortization terms description.

Definition: The schedule for payment of scheduled amounts of principal on pre-defined dates.

Synonym:

includes (please review)

A property specializing has part that is used by the class borrower ongoing dated facts (please review).

Definition:

Synonym:

includes basis for each date

A property specializing schedules possible event that is used by the class zero coupon and o i d bond call terms set.

Definition:

Synonym:

includes feature

A property that is used by the class standardized options terms.

Definition:

Synonym:

includes for extendable maturity

A property that is used by the class tradable debt security redemption terms set.

Definition: In the case of terms where extendable maturity is yes, terms are included regarding the extension of the maturity on the security.

Synonym:

includes penalty payments

A property that is used by the class tax withholding liability.

Definition: Whether liability on the part of the counterparty (the party which is not assessed as being liable for the relevant tax) includes liability for penalties in respect of the late or non payment of that tax by the party so assessed.

Synonym:

includes schedule

A property that is used by the class debt bermudan call exercise type.

Definition:

Synonym:

includes schedule term

A property that is used by the class preferred coupon payment term set.

Definition:

Synonym:

includes specification

A property specializing includes specification term that is used by the class equity index option strike terms set.

Definition:

Synonym:

includes specification

A property specializing includes specification term that is used by the class share option strike terms set.

Definition:

Synonym:

includes specification term

A property that is used by the class fixed strike terms set.

Definition:

Synonym:

includes window

A property that is used by the class put terms.

Definition:

Synonym:

inclusion

A property that is used by the class fund portfolio investment limitations.

Definition: Whether the referred strategy is included. No means this description refers to the exclusion of what is described, from the portfolio.

Synonym:

income verification method (please review)

A property that is used by the class loan application borrower assessment information.

Definition: REVIEW Is there something like this for corporates? Credit Review Check would apply to corporates as well as persons. This is not so miuch income but their credit record. There could be both.

Synonym:

income verification method (please review)

A property that is used by the class personal loan borrower assessment information (please review).

Definition: Income verification method for borrowers income.

Synonym:

incorporated under

A property that is used by the class statutory authority.

Definition:

Synonym:

incorporates some

A property that is used by the class body of law.

Definition: The laws included in this Body of Law.

Synonym:

increase in

A property that is used by the class appreciation.

Definition:

Synonym:

incurred by

A property that is used by the class contingent obligation.

Definition: An obligation may be incurred by any Legal Entity, either through duty at law or by agreement in a contract.

Synonym:

index constituent i d (please review)

A property that is used by the class credit index reference constituent (please review).

Definition: An identifier for this constituent of this index, published by the index provider. Further notes: Example: Markit REDCODE reference entity ID

Synonym:

index multiplier

A property that is used by the class standardized index option terms set.

Definition: The multiple of the index traded under one Futures contract.

Synonym:

index name (please review)

A property that is used by the class credit index (please review).

Definition: The formal name of the index.

Synonym:

index underlying identity

A property specializing has identity that is used by the class futures index underlying.

Definition:

Synonym:

industry model convention defined by

A property that is used by the class industry model convention.

Definition: Some Industry Association which defines the convention.

Synonym:

information date (please review)

A property that is used by the class current l t v (please review).

Definition: The date at which this valuation was carried out.

Synonym:

information date (please review)

A property that is used by the class loan prepayment status (please review).

Definition: The date on which this information applies.

Synonym:

information date (please review)

A property that is used by the class loan snapshot or status (please review).

Definition: The date on which these facts are or were applicable.

Synonym:

information flow

A property that is used by the class information.

Definition: Information Flow, whereby one piece of information becomes another. The information which the information becomes. Term origin:SR modeling

Synonym:

initial application form

A property that is used by the class fund subscription terms.

Definition: Physical application form for the initial subscription by the investor.

Synonym:

initial payment

A property that is used by the class c d s fee leg stream.

Definition: A single fixed payment that is payable by the payer to the receiver on the initial payment date.

Synonym:

initial points

A property that is used by the class c d s fee leg stream.

Definition: The up-front points expressed as a percentage of the notional.

Synonym:

intended liquidation date

A property that is used by the class special purpose vehicle.

Definition: The date on which the SPV is scheduled to be disbanded and wound up.

Synonym:

intended liquidation date

A property that is used by the class funds s p v.

Definition: Intended or scheduled fund closing date - date of final NAV.

Synonym:

intended loan purpose (please review)

A property that is used by the class loan application.

Definition: The purpose to which the loaned funds are to be put.

Synonym:

interest accrual date offset

A property that is used by the class option strip contract.

Definition: The period in days between each Reset Date and the commencement of accrual of interest for the next period.

Synonym:

interest amount

A property that is used by the class fixed interest expression.

Definition: The percentage fixed amount of the Interest.

Synonym:

interest payment day and month

A property that is used by the class debt security interest payment terms.

Definition: The regular dates of interest payment in any given year during the life of the debt instrument.

Synonym:

interest payment frequency

A property that is used by the class debt security interest payment terms.

Definition: Frequency of payment of Interest on the debt.

Synonym:

interest payments expected

A property that is used by the class security cashflow status.

Definition:

Synonym:

interest rate

A property that is used by the class non tradable debt interest terms.

Definition: The annual percentage rate of interest that must be paid on the debt.

Synonym:

interest rate

A property that is used by the class treasury bill interest rate value.

Definition: The rate of interest payable by the Treasury Bill at a stated time.

Synonym:

interest strip

A property that is used by the class s t r i p.

Definition: Whether the STRIP instrument is a strip of the Interest of the underlying Debt Instrument.

Synonym:

interest strip

A property that is used by the class interest s t r i p.

Definition: The STRIP instrument is a strip of the Interest of the underlying Debt Instrument.

Synonym:

interest strip

A property that is used by the class principal s t r i p.

Definition: The STRIP instrument is not a strip of the Interest of the underlying Debt Instrument.

Synonym:

interestCalculationMethod

A property that can be used by any class.

Definition:

Synonym:

interpolated between

A property that can be used by any class.

Definition:

Synonym:

investment capital has purpose

A property that is used by the class investment capital.

Definition: The investment purpose to which the capital is to be put.

Synonym:

investment capital is application of

A property that is used by the class investment capital.

Definition: The Capital (as an economic resource) which is identified as the Investment Capital.

Synonym:

investment focus

A property that is used by the class portfolio investment strategy.

Definition: The information about the area the fund is mostly invested into (for example stock market in Germany).

Synonym:

invoked in event of

A property that is used by the class o t c master agreement right to termination following termination event.

Definition:

Synonym:

invoked in event of

A property that is used by the class o t c master agreement right to termination following default event.

Definition:

Synonym:

involves

A property that is used by the class business agent context.

Definition:

Synonym:

involves

A property that is used by the class strategy.

Definition:

Synonym:

involves

A property that can be used by any class.

Definition: (of a situation or event) includes (something) as a necessary part or result

Synonym:

irr has value

A property that is used by the class internal rate of return.

Definition: The value of the IRR at a given point in time, expressed as a percentage.

Synonym:

is a

A property that is used by the class traded option principal.

Definition:

Synonym:

is a

A property that is used by the class traded options counterparty.

Definition:

Synonym:

is a controlled thing in role

A property that is used by the class controlled thing and has the inverse is in control of thing.

Definition: indicates the context of control in which the thing plays the role of being controlled

Synonym:

is a controlling party in role

A property that is used by the class controlling party and has the inverse control by party.

Definition: indicates the context of control in which the party plays the role of controlling some thing

Synonym:

is a measure of

A property specializing applies to that is used by the class measure.

Definition: a predicate indicating the concept being measured

Synonym:

is a number of

A property specializing is collection of (please review) that is used by the class debt issuance program.

Definition:

Synonym:

is a part of

A property that can be used by any class and has the inverse has part.

Definition: relates something to a thing that it is some component or portion of, regardless of how that whole-part relationship is manifested, i.e., attached to the remainder or detached; cognitively salient or arbitrarily demarcated; self-connected or disconnected; homogeneous or gerrymandered; material or immaterial; extended or unextended; spatial or temporal; the most generic part relation, reflexive, asymmetric, and transitive

Synonym:

is a party to

A property that is used by the class independent party and has the inverse has party.

Definition: identifies an agreement, contract, policy, regulation, or other business transaction that an independent party is associated with

Synonym:

is about

A property that can be used by any class.

Definition:

Synonym:

is about

A property that can be used by any class.

Definition:

Synonym:

is about

A property that is used by the class reporting obligation.

Definition:

Synonym:

is about

A property that is used by the class information.

Definition: What the information is about

Synonym:

is about (please review)

A property that is used by the class loan interest rate (please review) and has the inverse has rate record.

Definition:

Synonym:

is about (please review)

A property that is used by the class borrower ongoing dated facts (please review).

Definition:

Synonym:

is about borrower (please review)

A property that is used by the class loan application borrower assessment information.

Definition:

Synonym:

is about loan collateral (please review)

A property that is used by the class collateral dated facts (please review).

Definition:

Synonym:

is against (please review)

A property that is used by the class legal proceeding (please review).

Definition:

Synonym:

is aggregate of

A property that is used by the class instrument aggregate loan analytic.

Definition:

Synonym:

is also

A property that is used by the class tranched m b s deal.

Definition:

Synonym:

is also

A property that is used by the class pass through m b s deal.

Definition:

Synonym:

is amortization of

A property that is used by the class amortization.

Definition:

Synonym:

is amount of

A property specializing is quantity of that is used by the class material amount.

Definition: That which the Material Amount is an amount of.

Synonym:

is an asset of

A property that is used by the class asset.

Definition: identifies the party that owns the asset

Synonym:

is an instrument of

A property that is used by the class instrumentality.

Definition: relates an instrumentality of some government to the government that it supports

Synonym:

is an owned thing in role

A property that is used by the class asset and has the inverse has owned thing.

Definition: indicates the context of ownership in which the thing plays the role of an asset

Synonym:

is an owning party in role

A property that is used by the class owner and has the inverse has owning party.

Definition: indicates the context of ownership in which the party plays the role of owner

Synonym:

is application of

A property that is used by the class purposive thing.

Definition: The actual form of the Purposive Thing; the thing which is defined according to its purpose and is employed for that purpose. Editorial Note: This would usually be some Independent Thing. However it is conceivable that the existence of some relative thing, For example an asset, may itself be put to a purpose over and above the role or context already defined for it, and wholly dependent on it being that relative thing and not simply a thing in itself. Therefore this identity relationship has a range of Thing, but is modeled as a sub property of "identity" to make this conclusion explicit. This relationship need not be used in operational application ontologies as it adds no new logical assertion.

Synonym:

is appointed by

A property that is used by the class autonomous agent.

Definition: indicates the individual or group that has assigned or appointed someone to an office or position

Synonym:

is assignable

A property that is used by the class contract.

Definition: indicates whether the contract and the rights thereunder may be assigned by one of the signatories to some other party

Synonym:

is balance of

A property that is used by the class balance.

Definition:

Synonym:

is bank qualified

A property that is used by the class municipal bond.

Definition: Designation given to a public purpose bond offering by the issuer if it reasonably expects to issue in the calendar year of such offering no more than $10 million ($30 million for bonds issued in 2009-2010) of bonds of the type required to be included in making such calculation under section 265(b)(3) of the IRS tax code. When purchased by a commercial bank for its portfolio, the bank may deduct a portion of the interest cost of carry for the position. A bond that is bank qualified is also known as a “qualified tax-exempt obligation.

Synonym:

is based on

A property that is used by the class index linked security.

Definition:

Synonym:

is based on

A property specializing applies to that can be used by any class.

Definition: relates something to something else on which it rests, or that supports it in some way

Synonym:

is based on investment equity

A property specializing is conferred by that is used by the class investment-based de facto control.

Definition: indicates investment-based de facto control, which is is based on the holding of some investment equity by some party

Synonym:

is between

A property that is used by the class price spread.

Definition:

Synonym:

is between

A property that is used by the class price spread.

Definition:

Synonym:

is between

A property that is used by the class share price spread.

Definition:

Synonym:

is between

A property that is used by the class comparison.

Definition:

Synonym:

is between

A property that is used by the class yield spread.

Definition:

Synonym:

is buyer (please review)

A property that is used by the class property buyer (please review).

Definition:

Synonym:

is by virtue of being

A property specializing has related party that is used by the class stockholders rights instrument holder.

Definition:

Synonym:

is calculated in

A property that is used by the class net asset value calculation method.

Definition:

Synonym:

is callable

A property that is used by the class debt offering.

Definition: indicates whether the issuer (writer) of the debt contract (the debtor) can call the debt prior to maturity

Synonym:

is capability to do

A property that is used by the class ability.

Definition:

Synonym:

is capacity of

A property specializing is conferred on and is conferred on that is used by the class legal capacity.

Definition: identifies an individual or organization on which a given legal capacity has been conferred

Synonym:

is cash

A property that is used by the class synthetic c d o tranche.

Definition: Whether the CDO has an underlying pool of real assets. This is No: the CDO has a synthetic pool of underlying assets.

Synonym:

is cash

A property that is used by the class c d o note.

Definition: Whether the CDO has an underlying pool of real assets. If yes, the CDO has an underlying pool of real assets. If no, the CDO has a synthetic pool of underlying assets.

Synonym:

is cash

A property that is used by the class cash c d o tranche.

Definition: Whether the CDO has an underlying pool of real assets. This is yes: the CDO has an underlying pool of real assets,

Synonym:

is caused by

A property that can be used by any class and has the inverse causes.

Definition: is the relationship between an event (the effect) and a second event (the cause), where the first event is understood as a consequence of the second; also, the relationship between a set of factors (causes) and a phenomenon (the effect)

Synonym:

is characterized by

A property that can be used by any class.

Definition: that context in which a contextually defined thing is defined

Synonym:

is classified by

A property that can be used by any class and has the inverse classifies.

Definition: indicates the classification scheme used to classify something

Synonym:

is collateralization of

A property that is used by the class collateral.

Definition: relates some collateral to a credit agreement or debt instrument for which the property has been pledged as security for the debt

Synonym:

is collateralized by

A property that can be used by any class.

Definition: relates a credit agreement or debt instrument to property pledged as security for the debt

Synonym:

is compounded

A property that is used by the class debt instrument yield.

Definition: Definition needed Moved from Yield - assume this can only be about debt instrument or loan / debt yields i..e where the income relates to interest payments. .

Synonym:

is conferred by

A property that can be used by any class and has the inverse confers.

Definition: a relationship between a right or obligation and the vehicle, such as an agreement or contract, that vests (or confers) said right or obligation

Synonym:

is conferred by some autonomous agent

A property that is used by the class authority.

Definition:

Synonym:

is conferred on

A property that can be used by any class.

Definition: that on which the conferred thing is conferred

Synonym:

is conferred on

A property that can be used by any class.

Definition: that on which the conferred thing is conferred

Synonym:

is constituent of

A property that is used by the class loan pool constituent and has the inverse has consituent.

Definition:

Synonym:

is constituent of

A property specializing is a part of that can be used by any class and has the inverse has constituent.

Definition: identifies the collection that something is an essential part, component, or element of

Synonym:

is constituent of (please review)

A property that is used by the class credit index reference constituent (please review).

Definition:

Synonym:

is constituted by

A property that is used by the class corporation.

Definition: the instrument by which an entity is incorporated

Synonym:

is controlled by

A property that can be used by any class and has the inverse controls.

Definition: is influenced, managed, or directed by

Synonym:

is debt to

A property that is used by the class debt side.

Definition:

Synonym:

is default in

A property that is used by the class equivalent yield calculation method.

Definition:

Synonym:

is default method for

A property that is used by the class native yield calculation method.

Definition:

Synonym:

is deferred

A property that is used by the class disbursed loan.

Definition:

Synonym:

is defined under

A property that is used by the class Multi Dimensional Property.

Definition:

Synonym:

is delivery of bullion type

A property that is used by the class bullion physical delivery.

Definition: The type of bullion i.e. the metal which this bullion commodity is (Gold, Silver etc.).

Synonym:

is derived from

A property that can be used by any class.

Definition: a derived quantity is derived from a base quantity; a derived unit is derived from a base unit

Synonym:

is domiciled in

A property that is used by the class formal organization.

Definition: the country in which the formal organization is officially domiciled

Synonym:

is elected by

A property that can be used by any class.

Definition: identifies an official or government chosen to hold office by voting

Synonym:

is embodied in

A property that can be used by any class and has the inverse embodies.

Definition: identifies the representation or tangible form of something in some context

Synonym:

is encumbrance on

A property specializing guaranty takes form of that is used by the class lien guaranty.

Definition:

Synonym:

is equity held by

A property specializing has party in role and is held by that can be used by any class.

Definition: links some equity to the party that holds it

Synonym:

is evaluation of

A property that can be used by any class.

Definition: relates a valuation to the thing being valued

Synonym:

is evidence for

A property that is used by the class contract document and has the inverse is evidenced by.

Definition: the contract document provides formal documentary evidence for and sets out the details of some written contract

Synonym:

is evidenced by

A property that is used by the class written contract and has the inverse is evidence for.

Definition: the written contract has some formal written document, whether in physical or electronic form, which evidences and formalizes the terms and conditions of that contract

Synonym:

is exchangeable

A property that is used by the class debt offering.

Definition: indicates whether the security can be exchanged for another security at the issuers discretion

Synonym:

is exemplified by

A property that is used by the class occurrence kind and has the inverse exemplifies.

Definition: identifies examples of a given concept

Synonym:

is facilitated by

A property that can be used by any class and has the inverse facilitates.

Definition: identifies someone or something that expedites some event, transaction, conversation or something else in some context

Synonym:

is failure in force of

A property that is used by the class credit support default event.

Definition:

Synonym:

is federal taxable

A property that is used by the class municipal security.

Definition: whether the security is taxable by the country where it is issued

Synonym:

is for

A property that is used by the class balance sheet entry.

Definition:

Synonym:

is from

A property that can be used by any class.

Definition: relates e.g. a communication to its source or origin (e.g. the agent originating a request)

Synonym:

is governed by

A property that can be used by any class and has the inverse governs.

Definition: a relationship between a contract, agreement, jurisdiction, or other legal construct and the regulation, policy, procedure, or legal person that regulates or oversees (governs) it

Synonym:

is guaranteed by

A property that is used by the class guaranty.

Definition: relates guaranty to the contract guarantor, i.e., to the legal person providing the guaranty

Synonym:

is held by

A property specializing has counterparty that is used by the class share.

Definition: A party which holds the share.

Synonym:

is held by

A property that can be used by any class.

Definition: something that is possessed by and at least partially under the control of something which can be used or acted on by the holder, regardless of ownership

Synonym:

is identified by

A property that can be used by any class and has the inverse identifies.

Definition: provides a unique identifier for something

Synonym:

is imbalance in

A property that is used by the class r e a claim.

Definition: The imbalance in Obligations or Rights (depending on the viewpoint from which it is described) between one party and another.

Synonym:

is in control of thing

A property that is used by the class control and has the inverse is a controlled thing in role.

Definition: Indicates the thing in a control relationship where a party controls a thing

Synonym:

is in force in

A property that is used by the class law and has the inverse has in force.

Definition: identifies a jurisdiction or similar context in which some law (including by-law, company by-law and state law) has effect

Synonym:

is in furtherance of

A property that can be used by any class.

Definition:

Synonym:

is included in

A property that can be used by any class and has the inverse comprises.

Definition: relates something to something that contains it

Synonym:

is inclusive

A property that is used by the class security registration requirement.

Definition: Whether the Restriction is defined inclusively (the stated terms put something within the Restriction), or Exclusively (the stated terms put something outside the reach or remit of the Restriction). Yes = Inclusive.

Synonym:

is incorporated in

A property specializing is organized in that is used by the class corporation.

Definition: the legal jurisdiction under which the legal entity is incorporated

Synonym:

is index to

A property specializing refers to that is used by the class index.

Definition: that to which the index refers

Synonym:

is initially payable

A property that can be used by any class.

Definition: whether the obligation arising from the covered loan was, or in the case of an application, would have been initially payable to the financial institution.

Synonym:

is input to

A property that can be used by any class and has the inverse has input.

Definition: indicates an input to some activity, process, system, report, analysis, etc.

Synonym:

is inspection of

A property that can be used by any class.

Definition: relates an inspection to the thing being inspected

Synonym:

is interest on

A property that is used by the class interest.

Definition:

Synonym:

is interest only

A property that can be used by any class.

Definition: whether the contractual terms include or would have included interest only payments as defined in Regulation Z, 12 CFR 1026.18(s)(7)(iv).

Synonym:

is issued by

A property specializing is provided by that can be used by any class and has the inverse issues.

Definition: indicates the party that issues something

Synonym:

is issued by

A property that can be used by any class.

Definition: identifies an office or organization responsible for circulating, distributing, or publishing something

Synonym:

is issued in

A property specializing is traded on that is used by the class exchange traded security.

Definition: identifies the exchange in which a security is issued

Synonym:

is joint venture of

A property that can be used by any class.

Definition: Formal definition needed. This is something which is a company which is not wholly or majority owned by any one other company but is instead a joint venture i.e. 50/50 holdings or 33/33/33 etc.

Synonym:

is laid down in

A property that is used by the class tax rule and has the inverse lays down.

Definition:

Synonym:

is legally defeased

A property that is used by the class tradable debt security redemption terms set.

Definition: whether the maturity is legally defeased

Synonym:

is legally recorded in

A property specializing has governing jurisdiction that is used by the class financial instrument.

Definition: jurisdiction (country, county, state, province, city) in which the financial instrument is legally recorded for regulatory and/or tax purposes

Synonym:

is licensed by

A property specializing is governed by that can be used by any class.

Definition: indicates the party that has issued a particular license to some other party

Synonym:

is lien on

A property that can be used by any class.

Definition:

Synonym:

is limited

A property that is used by the class ad valorem tax provision.

Definition: Whether the ad valorem tax is limited. An Ad Valorem Tax can be limited or unlimited

Synonym:

is listed (please review)

A property that is used by the class trading registered security.

Definition: The security is listed on some exchange or trading facility (Listed = Yes)

Synonym:

is listed via

A property that is used by the class listed security.

Definition: identifies the service responsible for listing the security

Synonym:

is local tax exempt

A property that is used by the class municipal security.

Definition: whether the security is taxable under local e.g. city taxation

Synonym:

is located at

A property that can be used by any class.

Definition: a property linking something to a location or place, which might be physical or virtual

Synonym:

is made as part of

A property that is used by the class undertaking.

Definition:

Synonym:

is managed by

A property that can be used by any class and has the inverse manages.

Definition: relates something to another thing that has some role in directing its affairs

Synonym:

is mandated by

A property specializing is conferred by that can be used by any class.

Definition: relates a responsibility, capacity, or action to that which requires it

Synonym:

is mandatory

A property that is used by the class bond extraordinary redemption.

Definition:

Synonym:

is measured as

A property that can be used by any class.

Definition:

Synonym:

is measured in

A property that is used by the class measure.

Definition: The unit of measure in which the Measure is formally expressed.

Synonym:

is member of

A property that can be used by any class and has the inverse has member.

Definition: belonging, either individually or collectively, to a group

Synonym:

is not (please review)

A property that is used by the class non payment (please review).

Definition:

Synonym:

is not cleared in

A property that is used by the class Blue-Sky law.

Definition: identifies a country subdivision, such as a US state or territory, where an issue is NOT cleared under Blue Sky Restrictions

Synonym:

is notional

A property that can be used by any class.

Definition: when true there is a specified value on which exchanged interest payments are based on

Synonym:

is obligation of

A property specializing is conferred on and is conferred on that is used by the class payment obligation and has the inverse has obligation.

Definition: identifies a party that has incurred a given obligation

Synonym:

is of

A property that is used by the class observable best value.

Definition:

Synonym:

is of

A property that is used by the class price.

Definition:

Synonym:

is of

A property specializing analyzes that is used by the class curve convexity.

Definition:

Synonym:

is of

A property specializing is about that is used by the class status and has the inverse has status.

Definition: that of which the status represents some standing within some lifecycle or process which varies over time.

Synonym:

is of

A property that can be used by any class.

Definition:

Synonym:

is of (please review)

A property that is used by the class property collateral valuation (please review) and has the inverse has valuation (please review).

Definition:

Synonym:

is of (please review)

A property that can be used by any class.

Definition:

Synonym:

is of (please review)

A property that is used by the class property collateral valuation (please review).

Definition:

Synonym:

is of bullion type

A property that is used by the class bullion.

Definition: The type of bullion i.e. the metal which this bullion commodity is (Gold, Silver etc.).

Synonym:

is of curve between

A property that is used by the class curve convexity.

Definition:

Synonym:

is offering of

A property that is used by the class offering and has the inverse has offering.

Definition: relates an offering to one or things that are the subject of the offer

Synonym:

is open ended or closed

A property that is used by the class fund unit.

Definition: Whether the fund is open ended or closed.

Synonym:

is optional

A property that is used by the class bond extraordinary redemption.

Definition:

Synonym:

is organized in

A property specializing is recognized in that is used by the class legal entity.

Definition: indicates the juridiction whose laws a legal entity is organized under

Synonym:

is output from

A property that can be used by any class and has the inverse has output.

Definition: indicates an output from some activity, process, system, report, analysis, etc.

Synonym:

is over

A property that is used by the class rate.

Definition:

Synonym:

is over-alloted

A property that can be used by any class.

Definition:

Synonym:

is owed

A property that is used by the class creditor.

Definition:

Synonym:

is owed by

A property that is used by the class debt and has the inverse owes.

Definition:

Synonym:

is owed to

A property that is used by the class debt.

Definition:

Synonym:

is owned and controlled by

A property that can be used by any class.

Definition: a relationship between some thing and the party that owns, influences, manages and directs it

Synonym:

is parameter of

A property that is used by the class timed parameter.

Definition:

Synonym:

is parameter of reference entity

A property that is used by the class timed parameter.

Definition:

Synonym:

is part of

A property specializing actor identity that is used by the class portfolio manager.

Definition:

Synonym:

is part of

A property that is used by the class fund investment restrictions set.

Definition:

Synonym:

is part of

A property that is used by the class accounts ledger entry.

Definition:

Synonym:

is partially governed under

A property specializing is governed by that is used by the class bijuridicial jurisdiction.

Definition:

Synonym:

is party in role

A property that can be used by any class and has the inverse has identity.

Definition:

Synonym:

is party to

A property that is used by the class undertaking party.

Definition:

Synonym:

is percentage of

A property that is used by the class percentage.

Definition: that of which the percentage is a ratio, expressed as a fraction of 100 where 100 represents the whole of that thing or quantity

Synonym:

is performed by

A property specializing has party that can be used by any class.

Definition: relates an occurrence to a party that fully or partially performs the activity or process corresponding to the occurrence (e.g. who performed an inspection)

Synonym:

is played by

A property specializing has identity that is used by the class thing in role and has the inverse plays role.

Definition:

Synonym:

is pool of

A property that is used by the class c l o.

Definition:

Synonym:

is position in respect of

A property that is used by the class owing side.

Definition:

Synonym:

is pre-approval requested

A property that can be used by any class.

Definition: whether a pre-approval has been requested, in conjunction with a loan application

Synonym:

is premium on

A property that is used by the class currency forward rate.

Definition: an exchange rate expressed as a premium on the spot rate for the currency pair

Synonym:

is price of (please review)

A property that is used by the class reference index.

Definition:

Synonym:

is primary address

A property that is used by the class business site.

Definition: Whether the address is the primary or headquarters address of the entity.

Synonym:

is primary address

A property that is used by the class operating business address relation.

Definition:

Synonym:

is primary address

A property that is used by the class primary business address relation.

Definition:

Synonym:

is principal of

A property that is used by the class principal.

Definition:

Synonym:

is produced by

A property specializing is provided by that is used by the class product and has the inverse produces.

Definition: identifies the producer that fabricates, manufactures or creates the product through some production process

Synonym:

is provided by

A property that can be used by any class and has the inverse provides.

Definition: is made available by

Synonym:

is provisioned by

A property specializing is provided by that can be used by any class and has the inverse provisions.

Definition: identifies the service provider that provisions the service or facility

Synonym:

is published by

A property that is used by the class publication.

Definition: identifies the independent party (i.e., the individual or organization) that disseminates the material

Synonym:

is published by

A property specializing is provided by that is used by the class published information.

Definition: The organization which makes this information available.

Synonym:

is putable

A property that is used by the class debt offering.

Definition: indicates whether the holder has the right to ask for redemption of the security prior to final maturity

Synonym:

is qualified by

A property that is used by the class contractual commitment.

Definition: indicates a constraint or other refinement on a contractual commitment

Synonym:

is quantity of

A property specializing takes material form that can be used by any class.

Definition:

Synonym:

is quantity of

A property that is used by the class stock balance.

Definition:

Synonym:

is quantity of

A property that is used by the class numeric amount.

Definition: That which the amount is an amount of.

Synonym:

is r e m i c

A property that is used by the class debt s p v.

Definition: Whether the SPV is set up and registered as a Real Estate Mortgage Investment Conduit (REMIC). REMICs are a type of special purpose vehicle used for the pooling of mortgage loans and issuance of mortgage-backed securities. They are defined under the United States Internal Revenue Code (Tax Reform Act of 1986), and are the typical vehicle of choice for the securitization of residential mortgages in the US.

Synonym:

is rate of

A property that is used by the class payment speed.

Definition:

Synonym:

is rate of

A property specializing takes value that is used by the class rate.

Definition:

Synonym:

is rate of change of

A property specializing analyzes that is used by the class debt convexity analytic.

Definition:

Synonym:

is realized by

A property that can be used by any class and has the inverse realizes.

Definition: is made concrete by

Synonym:

is recognized in

A property that is used by the class legal person or agreement.

Definition: indicates the jurisdiction in which a legal person is authorized to conduct business or an agreement may be acknowledged and possibly enforceable

Synonym:

is registered by

A property that can be used by any class.

Definition: indicates the registration authority that registers something

Synonym:

is registered in

A property that can be used by any class.

Definition: indicates the registry that something is registered in

Synonym:

is registered with regulator

A property that can be used by any class.

Definition:

Synonym:

is regulated by

A property specializing is governed by that can be used by any class.

Definition: indicates the regulatory agency that regulates something

Synonym:

is relative to

A property that can be used by any class.

Definition: identifies a RelativeDate or RelativeDatePeriod defined relative to this Date

Synonym:

is represented by

A property that can be used by any class.

Definition: relates a system of governance to its chosen representatives

Synonym:

is request for

A property that can be used by any class.

Definition: relates a request to that which is being requested, e.g. a report

Synonym:

is right to

A property that is used by the class legal swap option.

Definition:

Synonym:

is right to

A property that is used by the class securities transaction option.

Definition:

Synonym:

is risk of

A property that is used by the class risk.

Definition:

Synonym:

is seasonally adjusted

A property that can be used by any class.

Definition: a predicate indicating whether some published formal method is applied that compensates for seasonal variations in the population or index value

Synonym:

is seen as

A property that is used by the class financial commitment counterparty.

Definition:

Synonym:

is senior to

A property specializing is senior to another class of that is used by the class share.

Definition: The share has a higher seniority than the related share, meaning that it gives the holder a higher claim on the assets of the issuing entity in the event of the winding up of that entity.

Synonym:

is senior to a class of ordinary share

A property specializing is senior to that is used by the class ordinary share.

Definition:

Synonym:

is senior to a class of preference share

A property specializing is senior to that is used by the class preference share.

Definition:

Synonym:

is senior to another class of

A property that is used by the class shareholder equity.

Definition: A class of equity may have a higher claim on the assets of the issuing entity in the event of the winding up of that entity than another class of equity. This is referred to as taking precedence or priority over that other class of equity. It is also referred to as the first class being senior to that other class of issued equity.

Synonym:

is set up for

A property specializing relative business entity defined in context of that is used by the class special purpose vehicle.

Definition:

Synonym:

is situated at

A property that can be used by any class and has the inverse situates.

Definition: indicates that something has been positioned, located or placed at some site, or in some setting, situation, or context

Synonym:

is spread between

A property that is used by the class debt price spread.

Definition:

Synonym:

is stage of

A property specializing is a part of that is used by the class trade lifecycle stage occurrence, product lifecycle stage occurrence, product lifecycle stage, or trade lifecycle stage.

Definition: relates a stage in a product or trade lifecycle or process to the lifecycle or process that it is a stage of

Synonym:

is state taxable

A property that is used by the class municipal security.

Definition: whether the security is taxable by the state where it is issued

Synonym:

is status of

A property specializing is of that is used by the class security credit status.

Definition:

Synonym:

is status of

A property that can be used by any class.

Definition:

Synonym:

is strip of underlying

A property that is used by the class s t r i p.

Definition:

Synonym:

is strippable

A property that is used by the class debt offering.

Definition: indicates whether or not the instrument can be stripped, so that interest and principal may be traded separately

Synonym:

is sub fund

A property that is used by the class sub fund.

Definition: The investment fund is a subfund, when it is a compartment of an umbrella fund. In this case, subfund is a synonym of investment fund and therefore has the same attributes as investment fund.

Synonym:

is sub fund of

A property specializing is a part of that is used by the class sub fund.

Definition:

Synonym:

is sub-unit of

A property specializing is a part of that is used by the class organizational sub unit and has the inverse has sub-unit.

Definition: The organization is a sub-unit of a formally constituted organization and has the role and function of being a formal part of that organization, such as a branch.

Synonym:

is subject to alternate minimum tax

A property that is used by the class municipal bond.

Definition: whether the bond is subject to the Alternative Minimum Tax for individuals

Synonym:

is submitted by

A property that can be used by any class.

Definition: relates something to that agent that provided or submitted it (e.g. the person or organization that submitted a report)

Synonym:

is submitted to

A property that can be used by any class.

Definition: relates something to which it is submitted (e.g. the organization receiving a report)

Synonym:

is subordinated

A property that is used by the class debt offering.

Definition: indicates whether the security is a subordinated security, meaning that the security has a lower priority than another security so that when the assets are liquidated this one is not first in line

Synonym:

is suitable in

A property that is used by the class legally deliverable location.

Definition:

Synonym:

is supplied by

A property specializing is provided by that is used by the class product and has the inverse supplies.

Definition:

Synonym:

is template for

A property that is used by the class contractual product.

Definition:

Synonym:

is tender in

A property that is used by the class currency.

Definition: a jurisdiction in which the currency is exchangeable for goods and services

Synonym:

is to

A property that can be used by any class.

Definition: relates e.g. a communication to a target or destination (e.g. the agent receiving a request)

Synonym:

is to

A property that is used by the class reporting obligation.

Definition:

Synonym:

is traded on

A property that is used by the class listed security.

Definition: identifies the trading facility on which the security is traded

Synonym:

is tranche of

A property that is used by the class cash structured finance instrument and has the inverse backs.

Definition: The asset pool which is the underlying of a traditional or cash structured finance instrument. This is a real pool of real assets, as distinct from synthetic pools.

Synonym:

is tranche of

A property that is used by the class synthetic c d o tranche.

Definition:

Synonym:

is transferable

A property that is used by the class financial instrument.

Definition: specifies whether a particular financial instrument is or is not transferable

Synonym:

is triggered by

A property that is used by the class occurrence based date.

Definition: An OccurrenceBasedDate is triggered by an Occurrence that exemplifies the OccurrenceKind.

Synonym:

is ultimate beneficial owner of

A property that is used by the class ultimate beneficial owner and has the inverse has ultimate beneficial owner.

Definition:

Synonym:

is undertaking to

A property that is used by the class undertaking.

Definition:

Synonym:

is underwritten by

A property that is used by the class securities offering.

Definition: relates an offering to one or more underwriters involved in raising capital for or distributing the instruments that are the subject of the offering

Synonym:

is unit holder

A property that is used by the class fund investor.

Definition:

Synonym:

is used by

A property that can be used by any class and has the inverse uses.

Definition: relates something to a thing that has the ability to employ or deploy it as appropriate

Synonym:

is usually

A property that is used by the class premium payer.

Definition:

Synonym:

is value of

A property that is used by the class economic value.

Definition:

Synonym:

is view on

A property that is used by the class nostro or vostro.

Definition:

Synonym:

is volatility of

A property specializing applies to that is used by the class volatility.

Definition: indicates the market rate to which the volatility measure applies and of which it is a measure

Synonym:

is way of doing

A property that is used by the class method.

Definition: What the Method is a means of carrying out.

Synonym:

isDefinedBy

A property that can be used by any class.

Definition:

Synonym:

isSubdivisionOf

A property that can be used by any class.

Definition:

Synonym:

isSubdivisionOf

A property that can be used by any class and has the inverse has subdivision.

Definition:

Synonym:

issue nominal amount

A property that is used by the class debt instrument issue information.

Definition: Total original amount issued, expressed as a monetary amount.

Synonym:

issue price

A property that is used by the class fund unit.

Definition: The price at which the Fund Unit was first issued.

Synonym:

issued as

A property that is used by the class credit facility tranche.

Definition:

Synonym:

issued by

A property specializing has principal that is used by the class cash currency.

Definition: The issuer of the cash currency.

Synonym:

issued by

A property that is used by the class letter of credit.

Definition:

Synonym:

issued by

A property specializing is published by that is used by the class investment credit rating.

Definition:

Synonym:

issued by

A property that is used by the class pool backed security instrument.

Definition:

Synonym:

issued by

A property specializing has principal that is used by the class license.

Definition: The party which issues the license and extends the rights defined in the license agreement.

Synonym:

issued by

A property that is used by the class certificate.

Definition:

Synonym:

issued debt amount

A property that is used by the class variable debt principal.

Definition:

Synonym:

issued debt amount

A property that is used by the class publicly issued debt.

Definition: The amount of Debt issued.

Synonym:

issued to

A property that is used by the class certificate.

Definition:

Synonym:

issuer

A property that is used by the class syndicated loan participation note.

Definition:

Synonym:

issues

A property that is used by the class cash c d o.

Definition:

Synonym:

issues

A property that is used by the class synthetic c d o.

Definition:

Synonym:

issues

A property that is used by the class unit issuer.

Definition:

Synonym:

issues

A property that is used by the class m t n offer program.

Definition:

Synonym:

issues

A property specializing provides that is used by the class party in role and has the inverse is issued by.

Definition: officially makes something available or gives something to people to be used

Synonym:

issues equity

A property that is used by the class stock corporation.

Definition: relates a stock corporation to the equity (in the form of shares) it issues through incorporation and subsequent corporate actions

Synonym:

J
junior equity priority

A property specializing priority that is used by the class junior equity.

Definition: The seniority of the equity. This is the order of precedence in which holders of different classes of equity will have a call on the assets of the company in the event of it winding up. In the case of ordinary equity this is the lowest seniority i.e. it has the last call on the assets of the company.

Synonym:

L
lag

A property that is used by the class inflation index underlying.

Definition: Details needed. Inserted per telecon (Derivatives PoC) from Andrew Jacobs. Identify the corresponding term in FpML and use that here.

Synonym:

last delivery date

A property that is used by the class future instrument.

Definition: The last date in the range of dates by which the underlying for a futures contract must be delivered in order for the terms of the contract to be fulfilled.

Synonym:

last interest payment date

A property that is used by the class debt security interest payment terms.

Definition: The day on which the final interest payment is due to the holders of the security prior to maturity. This is only needed if the last coupon is of an odd length.

Synonym:

last notice date

A property that is used by the class future instrument.

Definition: The last date at which a delivery notice can be issued.

Synonym:

lastNotionalStepDate

A property that can be used by any class.

Definition:

Synonym:

launch date

A property that is used by the class fund.

Definition: Date of first NAV calculation and start of performance calculations

Synonym:

lays down

A property that is used by the class tax law and has the inverse is laid down in.

Definition:

Synonym:

leg defined as

A property that can be used by any class.

Definition:

Synonym:

legal final maturity date

A property that is used by the class tradable debt security redemption terms set.

Definition: the date on which the principal must be paid to investors

Synonym:

legal name

A property that can be used by any class.

Definition:

Synonym:

legal opinion

A property that is used by the class municipal bond.

Definition: Whether legal opinion exists for municipal securities.

Synonym:

legally imposed by

A property specializing imposed by that is used by the class legal restriction.

Definition:

Synonym:

length

A property that is used by the class interval.

Definition:

Synonym:

length

A property that is used by the class known time offset.

Definition:

Synonym:

lifecycle state

A property that is used by the class pool of individual debts.

Definition: The state of the pool in terms of the lifecycle of that pool from not yet issued, through the issuance process, to securitized pool.

Synonym:

limited partnerhip unit has holder limited partner

A property specializing has counterparty that is used by the class limited partnership unit.

Definition: The holder of the Limited Partnership Unit is a Limited Partner.

Synonym:

limited shares are issued

A property that is used by the class fund share class unit.

Definition: Whether or not new shares can be issued in the fund. This is what makes it a closed end or open end fund.

Synonym:

lists

A property that is used by the class security listing.

Definition: identifies a security that is listed by the listing service

Synonym:

lists scheduled event

A property specializing comprises that is used by the class ad hoc schedule.

Definition:

Synonym:

lo c details

A property that is used by the class letter of credit guaranty.

Definition: Details of the Letter of Credit

Synonym:

loan advance to date (please review)

A property that is used by the class construction loan snapshot.

Definition: The amount of principal advanced to date.

Synonym:

loan amortization payments number (please review)

A property that is used by the class loan contract.

Definition: The number of payments contractually required at origination to repay the loan. For monthly paying loans this is the number of months from the contractual first payment date to the maturity date.

Synonym:

loan amortization period (please review)

A property that is used by the class loan contract.

Definition: Loan Term, that is the original contractual term of the loan, in months.

Synonym:

loan annual pre payments rate (please review)

A property that is used by the class loan contract.

Definition: Percentage amount of pre-payments allowed (without penalty ) under the loan contract in any given year

Synonym:

loan application status (please review)

A property that can be used by any class.

Definition:

Synonym:

loan balance (please review)

A property that is used by the class loan balance (please review).

Definition: Current Balance of the loan at the stated date.

Synonym:

loan balance as at (please review)

A property that is used by the class loan balance (please review).

Definition: Date for which current loan balance is defined. Term reduntant since Dated Monetary Amount is a dated value and so has a date.

Synonym:

loan debt to income ratio (please review)

A property that is used by the class loan snapshot or status (please review).

Definition: The debt to income ratio of the borrower or borrowers.

Synonym:

loan default proceeding amount (please review)

A property that is used by the class loan default proceeding (please review).

Definition: Undefined PoC SDM Notes: Default or Foreclosure amount - Total default amount before the application of sale proceeds and recoveries.&nbsp; (AO 146, RR 135) Loan Default Proceeding_cd= (1) Default amount </p> <p> Sale price - Price achieved on sale of property ( AO 147, RR 137 )&nbsp; Loan Default Proceeding_cd= (2) Property Sale </p> <p> Loss on Sale&nbsp;&nbsp; Total loss net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number (AO 148, RR 138 )&nbsp; Loan Default Proceeding_cd = (3) Loss amount </p> <p> Cumulative Reocveries - ony relevant for cases with losses&nbsp; ( AO 149, RR 139 )&nbsp; Loan Default Proceeding_cd =&nbsp; (4) Recoveries </p> <p> Professional Negligence Recoveries - Any amounts received in settlement or as a result of professional negligence claims against surveyors, solicitors etc. net of any fees / costs ( AO 150, RR 140 )&nbsp; Loan Default Proceeding_cd = (5) Professional Negligence </p><br />

Synonym:

loan default proceeding type

A property that is used by the class loan default proceeding (please review).

Definition: The type of default proceeding.

Synonym:

loan denomination currency (please review)

A property that is used by the class loan drawdown.

Definition: The currency in which the loan is denominated.

Synonym:

loan further advances allowed (please review)

A property that is used by the class loan contract.

Definition: Whether the lender allows the borrower the possibility to have further advances i.e. advances above the original loan balance.

Synonym:

loan guarantee insured point (please review)

A property that is used by the class loan drawdown.

Definition: Loan to Value percentage above which losses are insured.

Synonym:

loan guarantor type (please review)

A property that is used by the class loan drawdown.

Definition: The type of guarantee provider, if applicable. Actiojn: Move down th eGuaranteed Loan.

Synonym:

loan identifier (please review)

A property that is used by the class loan drawdown.

Definition: Unique identifier for the loan. Further notes: This is an information construct. It is internal rather than a publicly available ID (like ISIN) but is included since it is a fundamental "fact" about the loan regardless of the fact that it exists only as a data model construct. The loan ID should not change through the life of the transaction. Data model note (not applicable to semantic model): If the original loan ID cannot be maintained in this field enter the original ID followed by the new ID, comma delimited

Synonym:

loan interest margin rate (please review)

A property that is used by the class loan interest rate (please review).

Definition: Remove it. But add a fact about time history of amounts on those loans where the interest amount can be change by the lender. Undefined PoC SDM Notes: Currentinterestratemargin(forfixedrateloansthisisthesameasthecurrentinterestrate,forfloatingrateloans&lt;br /&gt; thisisthemarginover(orunderifinputasanegative)theindexrate. &lt;/p&gt; &lt;p&gt; allows derivation of (93) Date interest rate next changes (e.g. discount margin changes, fixed period ends, loan re-fixed etc. this is not the next LIBOR reset date) &lt;/p&gt; &lt;p&gt; using : (Loan Rate.)Loan Interest Margin_rt where (loan Rate.)LoanRate_dt &gt; today AND &lt; any other date in the set &lt;/p&gt; &lt;p&gt; allows derivation of (94) The margin for the loan at the final step date &lt;/p&gt; &lt;p&gt; using: (Loan Rate.)Loan Interest Margin_rt where where (Loan Rate.)LoanRate_dt &gt; any other date in the set &lt;/p&gt;

Synonym:

loan interest only temporary provision (please review)

A property that is used by the class loan arrears status (please review).

Definition: Whether payments currently pay interest due but no principal on the loan.

Synonym:

loan interest payment frequency (please review)

A property that is used by the class loan interest payment terms.

Definition: Payment Frequency - Frequency of payments due, i.e. number of months between payments.

Synonym:

loan interest rate (please review)

A property that is used by the class loan interest rate (please review).

Definition: Undefined PoC SDM Notes: Requirement to derive&nbsp; (85) Current interest rate (%) is satisfied by: ( Loan Rate.) Loan Intrest_rt where ; (Loan Rate. )LoanRate_dt >= today AND > any other date in the set Requirement to derive (92) &nbsp;Next Interest Rate satisfied by: ( Loan Rate.) Loan Intrest_rt where&nbsp; (Loan Rate. )LoanRate_dt ; > today AND < any other date in the set

Synonym:

loan interest rate cap (please review)

A property that is used by the class loan interest payment terms.

Definition: The cap on the interest rate chargeable, if there is one.

Synonym:

loan interest rate type (please review)

A property that is used by the class loan interest payment terms.

Definition: Loan Interest Rate Type.

Synonym:

loan interest reset interval (please review)

A property that is used by the class loan interest payment terms.

Definition: Interest Rate Reset interval - The interval in months at which the interest rate is adjusted (for floating loans)

Synonym:

loan last prepayment amount (please review)

A property that is used by the class loan prepayment status (please review).

Definition: Last pre-payment amount. This is the amount pre-paid most recently as at the Information Date.

Synonym:

loan litigation under way (please review)

A property that is used by the class loan arrears status (please review).

Definition: Whether Litigation proceedings are currently under way.

Synonym:

loan maturity value

A property that is used by the class loan maturity.

Definition:

Synonym:

loan maximum allowed balance (please review)

A property that is used by the class loan contract.

Definition: Maximum balance - For loans with flexible re-draw facilities, the maximum loan amount that could potentially be outstanding

Synonym:

loan mortgage mandate amount (please review)

A property that is used by the class mortgage loan contract (please review).

Definition: Mortgage Mandate - Amount of mortgage mandate that can be converted into a proper mortgage at a later stage.

Synonym:

loan original advance amount (please review)

A property that is used by the class loan contract.

Definition: The Original Balance of the loan, that is the amount advanced under this loan. Further notes: PoC workings: Original balance (inclusive of fees)

Synonym:

loan original advance date (please review)

A property that is used by the class loan drawdown.

Definition: Loan origination date, that is the date of original loan advance.

Synonym:

loan origination channel type (please review)

A property that is used by the class loan drawdown.

Definition: The type of bank, division or organization which was responsible for arranging the loan.

Synonym:

loan payment frequency (please review)

A property that is used by the class loan contract.

Definition: Payment Frequency - Frequency of payments due, i.e. number of months between payments. Further notes: This is defined as a frequency, i.e. the reciprocal of a period of time. Corresponding Data model entries: Monthly Quarterly Semi annually Annual Bullet Other (to provide details, if applicable) No data Note that not all of these correspond to frequency. Therefore one possibility is that this term is not present. Arrangements such as bullet payments are part of the principal and interest payment terms. This term is retained as a fact about the Loan Contract because the lender may be contractually obliged to make payments with this regularity, which combine interest, principal and other amounts (Tax, ESCROW etc.).

Synonym:

loan payment information date (please review)

A property that is used by the class loan payment (please review).

Definition: The actual date on which the payment was made.

Synonym:

loan performance status (please review)

A property that is used by the class loan performance status (please review).

Definition: The current performance of the loan, as one of a list of possible statuses. Relates to the performance in terms of whether the customer is paying in time or is in default, and more generally in terms of meeting their obligations in terms of principal or interest payment or any other obligations defined in the Loan Contract (agreement). Performing Arrears Default or Foreclosure Redeemed Repurchased by Seller Review notes Differs from Account Status which would be Open, Closed, etc. There may be other covenants that might need to be met for example in terms of credit rating. Student Loans addtional statuses In school [status of the student, that impacts the loan] Implication is that they don't have to pay it back while they are still in school. so this can impact the loan status but does not always Grace [no longer in school but there is a grace period before they have to go into repayment] This is a phase Repayment Repaid in full Student Loan phases include: Pre-disbursement - this crosses phase [others may exist] (no default or foreclose) Not the same as Origination or Application status. Then there are sub-statuses. E.g. in the "!Repayment" status, there may be a set of sub-statuses e.g. charge-off, settlement, resell. Similarly in the origination / application statuses, there are multiple sub statuses. Industry standards would have these terms, e.g. MISMP and others. See e.g. for electronic transmission of student loan data. See notes to be received. These were originally derived from the Sallie Mae statuses. Are very similar. (earlier IBM notes) RR 126 Date Last Current - If the borrower is in arrears, the date they were last current&nbsp; Loan Status.Loan Status_dt = where Loan Status.Loan Status Performance_cd ^= arrears RR 133 Date on which account redeemed Loan Status. Loan Status_dt = Where Loan Status.LOan Status Performance_cd = Redeemed

Synonym:

loan periodic payment (please review)

A property that is used by the class loan contract.

Definition: Periodic contractual payment due (the payment due if there are no other payment arrangements in force)

Synonym:

loan periodic payment type (please review)

A property that is used by the class loan contract.

Definition: Periodic payment type. May combine interst and principal amounts. See selection of values. May also be principal interest and ESCROW.

Synonym:

loan phase (please review)

A property that can be used by any class.

Definition:

Synonym:

loan prepayment penalties cumulative paid amount (please review)

A property that is used by the class loan prepayment status (please review).

Definition: Pre-Payment Penalties - Cumulative amount of pre-payment penalties paid to date

Synonym:

loan purpose (please review)

A property that is used by the class loan drawdown.

Definition: The purpose for which the loan has been advanced.

Synonym:

loan retained amount (please review)

A property that is used by the class loan contract.

Definition: Retained amount, this is an amount the Issuer will be obliged to fund to the borrower at a later date, for example construction deposit.

Synonym:

loan retained amount date (please review)

A property that is used by the class loan contract.

Definition: Date when the retained amount is to be drawn by.

Synonym:

loan status

A property that is used by the class disbursed loan.

Definition:

Synonym:

loan status arrears balance (please review)

A property that is used by the class loan arrears status (please review).

Definition: Arrears Balance as at the Status Date.

Synonym:

loan status arrears duration (please review)

A property that is used by the class loan arrears status (please review).

Definition: The length of time that the loan has been in arrears.

Synonym:

loan status performance arrangement date (please review)

A property that is used by the class loan arrears status (please review).

Definition: The date when the borrower had an arrangement put in place to reduce the balance of any arrears whilst maintaining their current payment.

Synonym:

loan subsidy amount (please review)

A property that is used by the class loan drawdown.

Definition: Loan Subsidy Received - Amount of subsidy received from government by borrower.

Synonym:

lockout period

A property that is used by the class bond call terms set.

Definition: The lockout period refers to the amount of time for which a callable security cannot be called and only interest coupon payments are received by the security holder. For example, with a 10-year noncall 3-year ("10nc3") debt security, the security cannot be called for the first three years.

Synonym:

lookback period

A property that is used by the class lookback strike terms set.

Definition: The period in which the strike

Synonym:

lot size

A property that is used by the class standardized commodity future terms set.

Definition: How many of the underlying commodity can be sold. The groupings of certain units of measure in the underlying commodity.

Synonym:

lot size

A property that is used by the class commodity future.

Definition: How many of the underlying commodity can be sold. The groupings of certain units of measure in the underlying commodity.

Synonym:

M
m i g applicable

A property that is used by the class loan guarantor (please review).

Definition: FNP flag yes/No is this gurantor a MIG ( Mortgage Indemnity Guarantee) or other

Synonym:

mac caulays duration has value

A property that is used by the class MacCaulays Duration Analytic.

Definition: The MacCaulays Duration in Years.

Synonym:

mac caulays duraton value

A property that can be used by any class.

Definition:

Synonym:

made by

A property specializing requested by that is used by the class application information.

Definition:

Synonym:

made by

A property that can be used by any class.

Definition:

Synonym:

main fund order desk

A property that is used by the class fund processing terms.

Definition: Whether the fund order desk is the principal entity appointed by the fund to which orders should be submitted.

Synonym:

make up for indemnifiable

A property that is used by the class tax withholding grossup obligation.

Definition: If a party ("X") is required to deduct or withhold tax, and if such Tax is an Indemnifiable Tax, whether X is to pay to the other party ("Y"), in addition to the payment to which Y is otherwise entitled under this Agreement, such additional amount as is necessary to ensure that the net amount actually received by Y (free and clear of Indemnifiable Taxes, whether assessed against X or Y) will equal the full amount Y would have received had no such deduction or withholding been required. However, X will not be required to pay any additional amount to Y to the extent that it would not be required to be paid but for:- (A) the failure by Y to comply with or perform any agreement contained in the provisions for furnishing specified information in this agreement; or (B) the failure of a representation made by Y pursuant to the Representation Section of the agreement to be accurate and true unless such failure would not have occurred but for (I) any action taken by a taxing authority, or brought in a court of competent jurisdiction, on or after the date on which a Transaction is entered into (regardless of whether such action is taken or brought with respect to a party to this Agreement) or (II) a Change in Tax Law. Further notes: The above is all definitional of this term.

Synonym:

make whole call basis point spread

A property that is used by the class make whole call.

Definition:

Synonym:

make whole call provision

A property that is used by the class debt call terms.

Definition: A provision on the bond allowing the borrower to pay off remaining debt early.

Synonym:

make whole treasury item

A property that is used by the class make whole call.

Definition:

Synonym:

makes

A property that is used by the class option call transaction.

Definition:

Synonym:

makes

A property that is used by the class option put transaction.

Definition:

Synonym:

makes reference to

A property specializing derived from that is used by the class analytical information.

Definition:

Synonym:

makes reference to

A property that is used by the class synthetic debt instrument pool.

Definition:

Synonym:

makes reference to

A property specializing analyzes that is used by the class duration analytic.

Definition:

Synonym:

managed by

A property that is used by the class c d o deal.

Definition:

Synonym:

managed by

A property that is used by the class fund portfolio.

Definition:

Synonym:

management style

A property that is used by the class c d o deal.

Definition: A CDO where the reference assets are bought (the portfolio is ramped up) and then the CDO manager may alter the portfolio as they see fit.

Synonym:

manages

A property that can be used by any class and has the inverse is managed by.

Definition: relates an autonomous agent to something that it directs in some way

Synonym:

manages

A property that is used by the class c d o portfolio manager.

Definition:

Synonym:

mandated by

A property that is used by the class contractually conferred commitment.

Definition:

Synonym:

mandated by

A property that is used by the class legal obligation.

Definition:

Synonym:

mandates sinking fund as described in

A property specializing has principal amortization terms that is used by the class bond with mandatory sinking fund.

Definition:

Synonym:

mandatory

A property that is used by the class published sinking fund amortization terms description.

Definition: Whether the SF is mandatory or conditional on some event (No means conditional)

Synonym:

mandatory put

A property that is used by the class put terms.

Definition: Whether the redemption prior to maturity date feature is Mandatory to the bond holder. If No, then this is optional.

Synonym:

mandatory sinking fund

A property that is used by the class debt call terms.

Definition: Whether there is a Mandatory Sinking fund feature.

Synonym:

mandatory sinking fund

A property that is used by the class mandatory sinking fund description.

Definition: Yes indicates there is a Mandatory Sinking fund feature.

Synonym:

margin call applicable

A property that is used by the class standardized futures listing terms set.

Definition: Whether or not a Margin Call may be applicable to the listing.

Synonym:

market fixed rate

A property that is used by the class c d s fee leg stream.

Definition: The credit spread ("fair value") at which the trade was executed.

Synonym:

master agreement currency

A property that is used by the class currency specification term.

Definition: The currency for payments under this Master Agreement. ISDA Master Agreement example text: Payment in the Contractual Currency. Each payment under this Agreement will be made in the relevant currency specified in this Agreement for that payment (the "Contractual Currency"). To the extent permitted by applicable law, any obligation to make payments under this Agreement in the Contractual Currency will not be discharged or satisfied by any tender in any currency other than the Contractual Currency, except to the extent such tender results in the actual receipt by the party to which payment is owed, acting in a reasonable manner and in good faith in converting the currency so tendered into the Contractual Currency, of the full amount in the Contractual Currency of all amounts payable in respect of this Agreement. If for any reason the amount in the Contractual Currency so received falls short of the amount in the Contractual Currency payable in respect of this Agreement, the party required to make the payment will, to the extent permitted by applicable law, immediately pay such additional amount in the Contractual Currency as may be necessary to compensate for the shortfall. If for any reason the amount in the Contractual Currency so received exceeds the amount in the Contractual Currency payable in respect of this Agreement, the party receiving the payment will refund promptly the amount of such excess.

Synonym:

material dividends applicable

A property that is used by the class dividend stream.

Definition: Whether material non cash dividends are applicable.

Synonym:

maturity

A property that is used by the class future instrument.

Definition: The date at which the security settlement must occur. It is the end of the life of the future contract.

Synonym:

maturity (please review)

A property that is used by the class mortgage loan (please review).

Definition: The length of time from the present until the maturity of the mortgage.

Synonym:

maturity (please review)

A property that is used by the class credit index (please review).

Definition: The maturity of protection represented by the index as a length of time (dated duration specification).

Synonym:

maturity (please review)

A property that is used by the class credit index reference constituent (please review).

Definition: The maturity of the instrument, specified as a length of time (dated duration specification). This is a specified duration, denominated in calendar units.

Synonym:

maturity (please review)

A property that is used by the class loan drawdown.

Definition: The period of time before which the loan is to be repaid or the credit facility expires, if any.

Synonym:

maturity date

A property that is used by the class option strip contract.

Definition: The date when the whole sequence of caps or floors expires.

Synonym:

maturity date

A property that is used by the class preference share.

Definition: Date/time at which the security will no longer exist, eg, redeemable preference shares. Definition:FIBIM

Synonym:

maturity date

A property that is used by the class forward contract.

Definition: The date at which the buyer must take delivery of the underlier. Also the date the contract ends between both parties.

Synonym:

maturity date

A property that is used by the class participating share.

Definition: Date/time at which the security will no longer exist, eg, redeemable preference shares. Definition:FIBIM

Synonym:

maturity date (please review)

A property that is used by the class loan contract.

Definition: The date when the loan matures and is due to be repaid.

Synonym:

maturity date (please review)

A property that is used by the class mortgage loan (please review).

Definition: The date at which the mortgage is due to have been paid off in full. This is the date when the final principal is paid off along with any remaining interest.

Synonym:

maturity duration

A property that is used by the class term certificate of deposit.

Definition:

Synonym:

maturity has value

A property that is used by the class maturity.

Definition: The value of the Maturity at some point in time, expressed in terms of the length of time to maturity (a duration) at the time specified for that maturity.

Synonym:

maximum allowed balance (please review)

A property that is used by the class construction loan contract (please review).

Definition: Maximum balance - For loans with flexible re-draw facilities, the maximum loan amount that could potentially be outstanding

Synonym:

maximum allowed balance (please review)

A property that is used by the class revolving credit contract.

Definition: The maximum loan amount that is allowed to be outstanding as defined in this loan contract.

Synonym:

maximum anticipated balance (please review)

A property that is used by the class revolving line of credit.

Definition: The maximum loan amount that could potentially be outstanding.

Synonym:

maximum anticipated balance (please review)

A property that is used by the class construction loan credit facility tranche (please review).

Definition: Maximum balance - For loans with flexible re-draw facilities, the maximum loan amount that could potentially be outstanding

Synonym:

maximum deviation

A property that is used by the class portfolio benchmark.

Definition: Maximum allowable deviation from the benchmark.

Synonym:

maximum investment amount

A property that is used by the class fund portfolio investment limitations.

Definition: Maximum amount that may be invested in the specified strategy.

Synonym:

maximum investment percentage

A property that is used by the class fund portfolio investment limitations.

Definition: Maximum percentage that may be invested in the specified strategy.

Synonym:

maximum prepayment speed

A property that is used by the class planned amortization class bond.

Definition: The prepayment range under which the PAC schedule must remain, in PSA.

Synonym:

maximum purchasing fee

A property that is used by the class fund subscription terms.

Definition: Maximum percentage or fixed amount of money due when purchasing fund shares Definition origin:EFAMA DD

Synonym:

maximum redemption amount

A property that is used by the class fund redemption terms.

Definition: Maximum quantity of securities, expressed as an amount that can be sold.

Synonym:

maximum redemption fee

A property that is used by the class fund subscription terms.

Definition: Maximum percentage or fixed amount of money due when redeeming fund shares Definition origin:EFAMA DD

Synonym:

maximum redemption percentage

A property that is used by the class fund redemption terms.

Definition: Maximum quantity of securities, expressed as a percentage that can be sold.

Synonym:

maximum redemption units

A property that is used by the class fund redemption terms.

Definition: Maximum number of shares/units that may be redeemed on a single dealing day.

Synonym:

may also be

A property that is used by the class fund administrator.

Definition: The unit issuer would be the fund administrator (except when it is a Bond).

Synonym:

may be

A property that is used by the class deliverable obligation.

Definition:

Synonym:

may be

A property that is used by the class structured finance instrument.

Definition:

Synonym:

may be

A property specializing identified as that is used by the class fund processing form.

Definition:

Synonym:

may be

A property that is used by the class trading participant.

Definition:

Synonym:

may be (please review)

A property that is used by the class cosigner (please review).

Definition:

Synonym:

may be defined in

A property that is used by the class funds processing passport.

Definition:

Synonym:

may be expressed as

A property that is used by the class material amount.

Definition: A measure in which the material amount may be expressed.

Synonym:

may be subordinated to

A property that is used by the class tradable debt instrument.

Definition:

Synonym:

may be traded in

A property that is used by the class security.

Definition: optionally identifies one or more markets in which the security may be traded

Synonym:

may be treated as

A property that is used by the class Reference Material.

Definition:

Synonym:

may be varied by one

A property that is used by the class obligation in respect of netting and has the inverse may vary.

Definition:

Synonym:

may become

A property specializing becomes party that is used by the class loan originator.

Definition:

Synonym:

may become (please review)

A property that can be used by any class.

Definition:

Synonym:

may become (please review)

A property that is used by the class loan applicant.

Definition:

Synonym:

may become (please review)

A property that is used by the class loan application.

Definition:

Synonym:

may confer

A property that is used by the class preference share.

Definition: The right of the holder of the Preference Shares to vote on matters affecting the business of the issuing company. A preference share may confer some voting rights whereby the holder may vote in extraordinary general meetings. These are not the same as the ordinary voting rights conferred by ordinary shares.

Synonym:

may have (please review)

A property specializing details that is used by the class loan contract.

Definition:

Synonym:

may require

A property that is used by the class c d s physical settlement.

Definition:

Synonym:

may specify

A property that is used by the class equity option o t c contract.

Definition:

Synonym:

measured in

A property that is used by the class measurable asset.

Definition: The currency in which the asset is denominated, measured and / or reported. Explanatory Note: This property was introduced as part of accounting alignment to identify how an asset, when reported for accounting purposes, has some currency in which it may be measured.

Synonym:

measurement period (please review)

A property that is used by the class inflation rate value (please review).

Definition: The period of time up to the quoted date, to which the inflation rate applies.

Synonym:

measurement unit

A property that is used by the class bullion.

Definition: The unit of measure which is used to measure this metal in the context of it being defined as a negotiable, bullion commodity.

Synonym:

milestone description (please review)

A property that is used by the class construction loan milestone terms set (please review).

Definition: A textual description of the point at which it is legally recognized that the construction milestone has been reached.

Synonym:

milestone maximum drawdown amount (please review)

A property that is used by the class construction loan milestone terms set (please review).

Definition: The maximum amount of the loan that can be drawn by the Borrower on completion of this Milestone.

Synonym:

minimum deviation

A property that is used by the class portfolio benchmark.

Definition: Minimum allowable deviation from the benchmark.

Synonym:

minimum holding period

A property that is used by the class fund processing general terms.

Definition: Period, in days, during which the units/shares must be held following their issue before redemption will be permitted.

Synonym:

minimum initial subscription amount

A property that is used by the class fund subscription terms.

Definition: Minimum initial subscription value.

Synonym:

minimum initial subscription units

A property that is used by the class fund subscription terms.

Definition: Minimum initial number of units/shares that must be purchased.

Synonym:

minimum investment amount

A property that is used by the class fund portfolio investment limitations.

Definition: Minimum amount that has to be invested in the specified strategy.

Synonym:

minimum investment percentage

A property that is used by the class fund portfolio investment limitations.

Definition: Minimum percentage that has to be invested in the specified strategy.

Synonym:

minimum lot size

A property that is used by the class exchange traded option contract.

Definition: The minimum number of options contracts that may be traded at any one time.

Synonym:

minimum quotation amount

A property that is used by the class c d s cash settlement.

Definition: The minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained.

Synonym:

minimum rating restriction

A property that is used by the class fund investment restrictions set.

Definition: The minimum rating of securities to be invested in.

Synonym:

minimum remaining holding amount

A property that is used by the class fund processing general terms.

Definition: Minimum value of units/shares that must be retained to avoid automatic redemption.

Synonym:

minimum remaining holding units

A property that is used by the class fund processing general terms.

Definition: Minimum number of units/shares that must be retained to avoid automatic redemption.

Synonym:

minimum subscription amount

A property that is used by the class fund subscription terms.

Definition: Minimum subscription value for existing investors.

Synonym:

minimum subscription units

A property that is used by the class fund subscription terms.

Definition: Minimum number of units/shares that must be purchased by existing investors.

Synonym:

model description

A property that is used by the class pricing model.

Definition: A textual description and narrative of the model.

Synonym:

modified

A property that is used by the class date roll rule.

Definition: Whether the Date Roll Rule includes a Modify Convention Roll Rule, defining treatment of non business days which result from the application of this rule to the date returned by the date specification or parametric schedule.

Synonym:

modified by

A property that is used by the class date determination reference rule.

Definition: This is the top Relationship Fact in this hierarchy.

Synonym:

modified by

A property that can be used by any class.

Definition: identifies the organization or person responsible for making a change to a model element in the body of an ontology

Synonym:

modified duration value

A property that is used by the class modified duration analytic.

Definition: The Modified Duration in Years.

Synonym:

modified equity delivery

A property that is used by the class credit default swap contract.

Definition: no-one knows what this means. Equity? It is not considered a default if the coupon on a Preferred Share is not paid. There are provisions in preference shares, since a company may be legally restrited from paying dividends other than from its reserves (e.g. in Aus law) so therefore this can't be a default. FpML: 'Value of this element set to \'true\' indicates that modified equity delivery is applicable.'

Synonym:

modified on

A property that can be used by any class.

Definition: identifies the date a model element in the body of an ontology was changed

Synonym:

moored at (please review)

A property that is used by the class marine finance (please review).

Definition: Textual description (name etc.) of where the vessel is to be moored if it has a permanent mooring place.

Synonym:

mortgage purpose (please review)

A property that is used by the class mortgage loan contract (please review).

Definition: The purpose for which the Mortgage Loan has been taken out.

Synonym:

motivation

A property that is used by the class business agent.

Definition: The goal in furtherance of which the agent acts.

Synonym:

multiple

A property that is used by the class index future standardized terms set.

Definition: The multiple for determining the price of the futures contract in relation to the underlying index rate.

Synonym:

multiple

A property that is used by the class index future.

Definition: The multiple for determining the price of the futures contract in relation to the underlying index rate.

Synonym:

multiple credit event

A property that is used by the class restructuring.

Definition: Section 3.9 of the ISDA 2003 Credit Derivatives Definitions shall apply.

Synonym:

multiple holder obligation

A property that is used by the class restructuring.

Definition: A multiple holder obligation means an obligation that is held by more than three holders that are not affiliates of each other and where at least two thirds of the holders must agree to the event that constitutes the restructuring credit event.

Synonym:

multiplier

A property that is used by the class duration description.

Definition: The number of units as specified, that the duration consists of.

Synonym:

multiplier

A property that is used by the class international depositary receipt.

Definition: The number of underlying shares (whether multiple or fractional) represented by a single Depositary Receipt.

Synonym:

multiplier

A property that is used by the class c p typical duration description.

Definition: The typical duration for the CP instrument.

Synonym:

multiplier

A property that is used by the class more then one year description.

Definition:

Synonym:

multiplier

A property that is used by the class index or basket option entitlement.

Definition: The contract multiplier associated with an index or basket option.

Synonym:

multiplier

A property that is used by the class up to one year description.

Definition: The number of years is defined as less than or equal to one.

Synonym:

municipal area corresponds to

A property that is used by the class municipal area.

Definition: The geographical area which is a municipality defined in terms of its geospatial extent.

Synonym:

N
naked

A property that is used by the class debenture.

Definition: Whether the debenture is unsecured (Naked = Yes) or is secured (Naked = No).

Synonym:

name

A property that is used by the class fund.

Definition: Name of the investment fund.

Synonym:

name

A property that is used by the class fund portfolio investment policy.

Definition: Name given to the defined strategy.

Synonym:

name

A property that is used by the class geographical feature.

Definition: The name of the geographical thing, as text.

Synonym:

name origin

A property that can be used by any class.

Definition: provides the means to document the name of the original term in the source referenced via termOrigin; the range for this annotation can be a string (either xsd:string or fibo-fnd-utl-bt:text), URI (either xsd:anyURI or fibo-fnd-utl-bt:uri), or BibliographicCitation

Synonym:

name written as

A property that is used by the class name.

Definition: The textual string which forms the name. In the case of a human being, this primary name becomes the surname.

Synonym:

narrative

A property that is used by the class accounts ledger entry.

Definition:

Synonym:

nearest index provision

A property that is used by the class equity basket option o t c contract.

Definition: For an index option transaction, whether the Nearest Index Contract provision is applicable.

Synonym:

net or gross of fees

A property that is used by the class fund unit performance.

Definition:

Synonym:

next ex div date

A property that is used by the class current ordinary share dividend.

Definition:

Synonym:

next expected dividend date

A property that is used by the class current ordinary share dividend.

Definition:

Synonym:

non paid amount

A property that is used by the class share.

Definition: Nominal amount which is not paid yet.

Synonym:

non paid amount

A property that is used by the class current share status.

Definition: Nominal amount which is not paid at a given time

Synonym:

non specific address text

A property that is used by the class non specific address text.

Definition:

Synonym:

nostro account has perspective

A property that is used by the class nostro account.

Definition:

Synonym:

notification

A property that is used by the class notification feature.

Definition: Whether Call Schedule includes notification.

Synonym:

notified by

A property that is used by the class c d s credit event.

Definition:

Synonym:

notify

A property that is used by the class tax withholding grossup obligation.

Definition: If a party is required to deduct or withhold tax, whether obligation is to promptly notify the other party of Tax Withholding Grossup requirement.

Synonym:

notifying party has identiy

A property specializing has identity that is used by the class notifying party.

Definition:

Synonym:

notional

A property that is used by the class amortizing bond.

Definition: The amortizing security pays interest only and no principal over its life.

Synonym:

notional amount

A property that is used by the class equity option o t c contract.

Definition: 'The notional amount.' Further notes: Presumably all options have a notional amount. This is defined here for Eqiuty Option. FpML: 'The notional amount.'

Synonym:

notional amount

A property that is used by the class equity future.

Definition: The total value of a leveraged position's assets.

Synonym:

notional amount

A property that is used by the class equity forward contract.

Definition: DEFINITION NEEDED FpML: 'The notional amount.' (thanks!)

Synonym:

notional amount

A property that is used by the class correlation leg terms.

Definition:

Synonym:

notional amount

A property that is used by the class credit default swap contract.

Definition: The notional amount is the price at which the protection seller agrees to buy the bond in the event of a default.

Synonym:

notionally holds

A property that is used by the class synthetic c d o portfolio.

Definition:

Synonym:

novation allowable

A property that is used by the class equity option o t c contract.

Definition:

Synonym:

novation required

A property that is used by the class equity option o t c contract.

Definition:

Synonym:

number of certificates issued

A property that is used by the class international depositary receipt.

Definition: The number of certificates issued to the general public.

Synonym:

number of days

A property that is used by the class duration description in calendar days.

Definition: The number of days in the period, expressed as a whole number.

Synonym:

number of options

A property that is used by the class equity option o t c contract.

Definition: The price per equity security, index or basket observed on the trade or effective date. FpML: 'The price per asset, index or basket observed on the trade or effective date.'

Synonym:

number of options

A property that is used by the class o t c option contract.

Definition: The price per asset, index or basket observed on the trade or effective date. FpML: 'The price per asset, index or basket observed on the trade or effective date.'

Synonym:

number of securities

A property that is used by the class allotment right.

Definition: The number of securities based on the number of these instruments that the holder holds.

Synonym:

number of securities

A property that is used by the class equity conversion terms.

Definition: The number of units of the target security into which this security is converted upon conversion.

Synonym:

number of securities determined by

A property specializing has contractual element that is used by the class allotment right.

Definition:

Synonym:

number of shares

A property that is used by the class share option entitlement.

Definition: The number of shares per option comprised in the option. FpML: 'The number of shares per option comprised in the option transaction supplement.'

Synonym:

number of shares

A property that is used by the class equities basket share constituent.

Definition: The number of this share that makes up this component of the index.

Synonym:

number of shares in issue

A property that is used by the class share.

Definition: The total number of shares issued.

Synonym:

number of shares outstanding

A property that is used by the class current share status.

Definition: Number of shares outstanding at any given time.

Synonym:

number of units

A property that is used by the class equity forward contract.

Definition: The price per asset, index or basket observed on the trade or effective date.

Synonym:

number of votes

A property that is used by the class multiple voting share.

Definition: Number of votes which are conferred upon the holder of each such share.

Synonym:

numerator

A property that is used by the class price ratio specification.

Definition: The value of the Price, stated as a percentage, at a given point in time.

Synonym:

numerator quantity

A property that is used by the class unit price monetary specification.

Definition: The value of the price, stated as a monetary amount at a given point in time.

Synonym:

numerator quantity

A property that is used by the class price barter specification.

Definition:

Synonym:

numerator refers to

A property specializing is parameter of reference entity that is used by the class price exchange specification.

Definition:

Synonym:

O
o i d

A property that is used by the class bond issue information.

Definition: Discount from par value at the time a bond or other debt instrument is issued.

Synonym:

o t c bond market price has pricing source

A property that is used by the class o t c bond market price and has the inverse determines market price for debt.

Definition:

Synonym:

o t c bond option has underlying

A property that is used by the class o t c bond option.

Definition:

Synonym:

o t c instrument contract embodies

A property that is used by the class o t c instrument contract.

Definition: The economic agreement (transaction related agreement) which the OTC Instrument Contract describes as obtaining between the parties to the Contract.

Synonym:

obliged to

A property that is used by the class obligor.

Definition:

Synonym:

obtained from (please review)

A property that can be used by any class.

Definition:

Synonym:

occurs on

A property specializing has event date that is used by the class put of issue.

Definition:

Synonym:

occurs on

A property specializing has event date that is used by the class call of issue.

Definition:

Synonym:

occurs on

A property specializing has event date that is used by the class scheduled coupon payment.

Definition:

Synonym:

occurs on

A property specializing has event date that is used by the class step event.

Definition:

Synonym:

occurs on

A property that is used by the class redemption payment.

Definition:

Synonym:

occursOnDate

A property that is used by the class date.

Definition:

Synonym:

official name

A property that is used by the class city.

Definition: The Official Name by which the City is formally referred, if different from the Common Name. Also usually the name of the State Actor.

Synonym:

offset for w i issue date

A property that is used by the class when issued transaction.

Definition: Used to calculate actual settlement date from given WI issue date. If issue date is unknwn, this determines how many days form the issue date it's going to settle.

Synonym:

on the part of

A property that is used by the class notice.

Definition: The legal entity by whom or on whose behalf the Notice is written.

Synonym:

ongoing default

A property that is used by the class o t c master agreement conditions precedent.

Definition: The condition that some default or potential default is ongoing in respect to the other party. Further notes: Conditions precedent typically include that no default is ongoing, so this is typically or always "no". Sample text (of which this term is a part): " the condition precedent that no Event of Default or Potential Event of Default with respect to the other party has occurred and is continuing, "

Synonym:

open ended

A property that is used by the class repurchase agreement.

Definition: Whether the repo is open ended.

Synonym:

open outcry

A property that is used by the class derivatives exchange.

Definition: Whether trading on the exchange is by way of open outcry in the form of physical interaction between participants. No means that trading is carried out electronically.

Synonym:

opening price method

A property that is used by the class bond exchange opening price.

Definition: The method by which the Opening Price is determined for that exchange.

Synonym:

opening price method

A property that is used by the class exchange opening price.

Definition: The method by which the Opening Price is determined for that exchange.

Synonym:

opening price type

A property that is used by the class market opening price.

Definition: The type of price which is used and disseminated as the Opening Price on that particular market, for example the first trade price in that session or the closing price of the previous session.

Synonym:

operand is

A property specializing has operand that is used by the class inflation factor underlying.

Definition:

Synonym:

option exercise terms has convention exercise date convention

A property that is used by the class option instrument exercise terms.

Definition:

Synonym:

option exercise terms specifies

A property that is used by the class option exercise time terms set.

Definition:

Synonym:

option type

A property that is used by the class standardized options terms.

Definition: Whether the option will be a call or a put option.

Synonym:

option type

A property that is used by the class exchange traded option contract.

Definition: Whether the option is a call or a put option.

Synonym:

option underlying identity

A property specializing underlier has identity that is used by the class underlying on option.

Definition:

Synonym:

optionally pays

A property that is used by the class participating preference share.

Definition:

Synonym:

opty-isGuaranteedBy

A property that can be used by any class and has the inverse guarantees.

Definition:

Synonym:

origin

A property specializing refers to market that is used by the class uncrossing price.

Definition:

Synonym:

original loan d t i (please review)

A property that is used by the class loan application borrower assessment information.

Definition: Original Debt to Income (DTI) ratio when the loan was advanced. For combined income.

Synonym:

original notional (please review)

A property that is used by the class credit index (please review).

Definition: The notional amount represented by the index when it is first constituted.

Synonym:

originated by

A property that can be used by any class.

Definition:

Synonym:

originator

A property that is used by the class written information.

Definition:

Synonym:

otc bond market price has value

A property that is used by the class o t c bond market price.

Definition:

Synonym:

other equity priority

A property specializing priority that is used by the class other seniority equity.

Definition: The seniority of the equity. This is the order of precedence in which holders of different classes of equity will have a call on the assets of the company in the event of it winding up. In this class of equity this is defined as being "Other" than highest or lowest, with the precise terms and order of precedence being defined in the priority terms.

Synonym:

outlines

A property that is used by the class fund prospectus and has the inverse stated in.

Definition:

Synonym:

outstanding equity amount

A property that is used by the class current equity status.

Definition:

Synonym:

overseen by

A property that is used by the class c d o portfolio.

Definition:

Synonym:

overseen by (please review)

A property that is used by the class consumer credit requirement (please review).

Definition:

Synonym:

oversubscribe option

A property that is used by the class stockholders rights instrument.

Definition: Option whereby the holders of the rights instrument may get securities in the event that other right holders choose not to subscribe to theirs.

Synonym:

owed by

A property that is used by the class debt.

Definition:

Synonym:

owed to

A property that is used by the class debt.

Definition:

Synonym:

owes

A property that is used by the class debtor and has the inverse is owed by.

Definition:

Synonym:

P
par value

A property that is used by the class share.

Definition: A dollar amount that is assigned to a security when representing the value contributed for each share in cash or goods. (definition from Investor Words) Further notes: from Wikipedia: Par value is a nominal value of a security which is determined by an issuer company at a minimum price. Par value of an equity (a stock) is a somewhat archaic concept. The par value of a stock was the share price upon initial offering; the issuing company promised not to issue further shares below par value, so investors could be confident that no one else was receiving a more favorable issue price. This was far more important in unregulated equity markets than in the regulated markets that exist today. Most common stocks issued today do not have par values; those that do (usually only in jurisdictions where par values are required by law) have extremely low par values (often the smallest unit of currency commonly used), for example a penny par value on a stock issued at USD$25/share. Most states do not allow a company to issue stock below par value. No-par stocks have no par value printed on its certificates. Instead of par value, some U.S. states allow no-par stocks to have a stated value, set by the board of directors of the corporation, which serves the same purpose as par value in setting the minimum legal capital that the corporation must have after paying any dividends or buying back its stock.

Synonym:

part owned by

A property that can be used by any class.

Definition: The entity is owned in some part by this kind of entity.

Synonym:

participating preference share senior to preference share

A property specializing is senior to a class of preference share that is used by the class participating preference share.

Definition:

Synonym:

party to

A property that is used by the class lender.

Definition:

Synonym:

party to

A property that is used by the class borrower.

Definition:

Synonym:

pass through

A property that is used by the class mortgage backed security instrument.

Definition: Whether the cash flows from the underlying asset pool are passed through to the investor by way of redemption payments.

Synonym:

pass through

A property that is used by the class tranched m b s instrument.

Definition: The cash flows from the underlying asset pool are not passed directly through to the investor by way of redemption payments but are used to fund cashflows that are defined specifically for the tranche.

Synonym:

pass through

A property that is used by the class pass through m b s deal.

Definition: Cash flows from the underlying asset pool are passed through to the investor by way of redemption payments.

Synonym:

pass through

A property that is used by the class pass through m b s instrument.

Definition: The cash flows from the underlying asset pool are passed through to the holder of this instrument by way of redemption payments.

Synonym:

pass through

A property that is used by the class tranched m b s deal.

Definition: Cash flows from the underlying asset pool are not passed through to the investor by way of redemption payments. Instead a tranched structure is used.

Synonym:

pass through

A property that is used by the class cash structured finance instrument.

Definition: Whether the cash flows from the underlying asset pool are passed through to the investor by way of redemption payments.

Synonym:

pay

A property that is used by the class tax withholding grossup obligation.

Definition: If a party "X" is required to deduct or withhold tax, whether Obligation is to pay to the relevant authorities the full amount required to be deducted or withheld (including the full amount required to be deducted or withheld from any additional amount paid by X to Y under this obligation promptly upon the earlier of determining that such deduction or withholding is required or receiving notice that such amount has been assessed against Y;

Synonym:

pay in kind

A property that is used by the class debt security interest payment terms.

Definition: The issuer will pay additional security as part of interest disbursement. Review: This needs to be replaced wit a sub class of Interst Payment in which the additional security is specified.

Synonym:

pay in kind

A property that is used by the class preferred coupon payment term set.

Definition: The issuer will pay additional security as part of interest disbursement.

Synonym:

payable by counterparty

A property that is used by the class tax withholding liability.

Definition: Whether the counterparty is obliged to promptly pay to the party which is assessed as being liable for the relevant tax, the amount of such liability.

Synonym:

payer

A property that is used by the class spot cash settlement terms.

Definition:

Synonym:

payment amount

A property that is used by the class option premium.

Definition: The monetary amount paid as the Premium.

Synonym:

payment amount (please review)

A property that is used by the class loan payment (please review).

Definition: The amount paid by the borrower at the information date.

Synonym:

payment date

A property that is used by the class swaption premium.

Definition:

Synonym:

payment date calculation requirement

A property that is used by the class master agreement early termination provisions.

Definition: Provisions for calculation of Payment dates in the event of this Early Termination.

Synonym:

payment delay

A property that is used by the class c d s fee leg stream.

Definition: Whether payment delays are applicable to the fixed Amount.

Synonym:

payment fee type

A property that is used by the class forward cash settlement terms set.

Definition: The type of fee or additional payment, e.g. brokerage, upfront fee etc.

Synonym:

payment identifier (please review)

A property that is used by the class loan payment (please review).

Definition: A unique identifier which identifies which scheduled payment this payment is made against.

Synonym:

payment in kind

A property that is used by the class tradable debt security redemption terms set.

Definition: Whether the Principal may be repaid in kind rather than in cash.

Synonym:

payment in kind delivery obligation

A property that is used by the class payment obligation as delivery.

Definition: Precise description of the form in which payment is to be made when payment is in kind.

Synonym:

payment place specification

A property that is used by the class payment obligation.

Definition: The place for payments specified in this Master Agreement.

Synonym:

payment requirement

A property that is used by the class failure to pay.

Definition: A threshold for the failure to pay credit event. Further notes: Market standard is USD 1,000,000 (JPY 100,000,000 for Japanese Yen trades) or its equivalent in the relevant obligation currency. This is applied on an aggregate basis across all Obligations of the Reference Entity. Intended to prevent technical/operational errors from triggering credit events. ISDA 2003 Term: Payment Requirement. FpML full definition: 'Specifies a threshold for the failure to pay credit event. Market standard is USD 1,000,000 (JPY 100,000,000 for Japanese Yen trades) or its equivalent in the relevant obligation currency. This is applied on an aggregate basis across all Obligations of the Reference Entity. Intended to prevent technical/operational errors from triggering credit events. ISDA 2003 Term: Payment Requirement.'

Synonym:

payment terms

A property specializing transacted under that is used by the class market transaction.

Definition:

Synonym:

payment type

A property that is used by the class spot cash settlement terms.

Definition: FpML = paymentType 'A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc. FpML does not define domain values for this element.'

Synonym:

payment type

A property that is used by the class deliver cash.

Definition: FpML = paymentType 'A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc. FpML does not define domain values for this element.'

Synonym:

payment type

A property that is used by the class forward cash delivery.

Definition: 'A classification of the type of fee or additional payment, e.g. brokerage, upfront fee etc. FpML does not define domain values for this element.'

Synonym:

payments missed in past six months (please review)

A property that is used by the class arrears payment history (please review).

Definition: History of payments missed on previous mortgage in the prior 0-6 months (information as at underwriting).

Synonym:

pays

A property that is used by the class ordinary share.

Definition:

Synonym:

pays variable coupon

A property that is used by the class inflation bond interest payment terms set.

Definition: Whether the interest payable on the Inflation Bond is variable with reference to the Factor. If Yes, then the terms include an Inflation Bond Variable Coupon. If No, then the terms may be any coupon or set of coupons, by inheritance of this fact from the parent class of Bond Coupon Terms Set.

Synonym:

pegged to inflation rate

A property that is used by the class inflation bond principal repayment terms set.

Definition: Whether the principal repayment is made with reference to the inflation rate via the Inflation Rate Factor calculated for the bond.

Synonym:

penalty interest applied to (please review)

A property that is used by the class loan ongoing prepayment terms.

Definition: The balance to which the penalty interest is to be applied.

Synonym:

percentage

A property that is used by the class equities basket share constituent.

Definition: The percentage of the basket which this constituent makes up.

Synonym:

percentage advanced (please review)

A property that is used by the class marine finance (please review).

Definition: The percentage of the purchase price advanced as the loan.

Synonym:

percentage invested

A property that is used by the class fund investment restrictions set.

Definition: The percentage of funds that is to be invested at any given time.

Synonym:

percentage of defaults this tranche

A property that is used by the class synthetic c d o tranche.

Definition: The percentage of defaults which holders of this are exposed to, that is the percentage of defaults that this tranche represents. Further Notes Review session notes 21 April: The first, second and so on, to stop paying out when there is a default. In each case you get the first, second etc. x% of defaults. Base underlying may be high or low quality. Create the pool by buying or selling protection depending on hich way you want to go, e..g. have high quality funds, (borrowers), would sell protection. If low quality, would buy protection to improve quality. So risk is no longer bound to the funding. REVIEW: More likely this is a band of percentages (from and to); review and formalize. See also note on attachment and detachment points.

Synonym:

percentage of notional

A property that is used by the class premium percentage of notional expression.

Definition: The amount of premium to be paid expressed as a percentage of the notional value of the transaction.

Synonym:

percentage probability

A property that is used by the class probability.

Definition:

Synonym:

percentageRelativeTo

A property that can be used by any class.

Definition:

Synonym:

performance determination timeframe

A property that is used by the class performance determination method.

Definition: The timeframe on which the performance is reported (e.g. 1month, 1 year, YTD).

Synonym:

performance fee

A property that is used by the class fund subscription terms.

Definition: Fees paid for the achivements of predefined outperformance objectives Definition origin:EFAMA DD

Synonym:

period

A property that is used by the class repurchase agreement.

Definition: The duration of the repurchase agreement, where there is one.

Synonym:

periodic amortization amount

A property that is used by the class bond amortization payment terms.

Definition: The monetary amount of each amortization payment in the Amortization Schedule.

Synonym:

perpetual

A property that is used by the class preference share.

Definition: Signifies that there is NO set term involved. It pays its stated dividend forever or "in perpetuity". For a fixed-rate a set dividend upon issue is agreed to, usually declared and paid quarterly (fixed dollar or a percent of the par value). For a floating-rate provide for a dividend that is paid by reference to a market interest rate.

Synonym:

perpetual maturity

A property that is used by the class warrant.

Definition: Whether this is a perpetual warrant, in other words it has no expiry date.

Synonym:

perpetual maturity

A property that is used by the class tradable debt security redemption terms set.

Definition: Whether the debt security has perpetual maturity, i.e. there is no Maturity Date and the security remains in issue indefinitely or until recalled.

Synonym:

pertains to

A property that is used by the class credit event.

Definition:

Synonym:

pertains to by reference

A property specializing pertains to that is used by the class c d s credit event.

Definition:

Synonym:

physical address component identified by

A property that is used by the class post box, country, geophysical location, or built property and has the inverse identifies physical address component.

Definition:

Synonym:

physical asset takes form

A property that is used by the class physical asset.

Definition: The individual thing which itself makes up the Asset.

Synonym:

physical document required

A property that is used by the class fund processing form.

Definition: Whether a phsyical form is required through the main fund order desk. Yes: A phsyical form is required through the main fund order desk. No: A phsyical form is not required through the main fund order desk.

Synonym:

physical settlement period

A property that is used by the class c d s physical settlement.

Definition: The number of business days used in the determination of the physical settlement date. Further Notes The physical settlement date is this number of business days after all applicable conditions to settlement are satisfied. If a number of business days is not specified fallback provisions apply for determining the number of business days. If Section 8.5/8.6 of the 1999/2003 ISDA Definitions are to apply then it should be flagged that "Business Days Not Specified". If a specified number of business days are to apply these should be specified. If Section 8.5/8.6 of the 1999/2003 ISDA Definitions are to apply but capped at a maximum number of business days then the maximum number should be specified. ISDA 2003 Term: Physical Settlement Period Note that although this is described as a period, it is not a period of time from one date/time to another, but a duration i.e. a length of time (in business days). FpML: 'The number of business days used in the determination of the physical settlement date. The physical settlement date is this number of business days after all applicable conditions to settlement are satisfied. If a number of business days is not specified fallback provisions apply for determining the number of business days. If Section 8.5/8.6 of the 1999/2003 ISDA Definitions are to apply the businessDaysNotSpecified element should be included. If a specified number of business days are to apply these should be specified in the businessDays element. If Section 8.5/8.6 of the 1999/2003 ISDA Definitions are to apply but capped at a maximum number of business days then the maximum number should be specified in the maximumBusinessDays element. ISDA 2003 Term: Physical Settlement Period'

Synonym:

plays role

A property that can be used by any class and has the inverse is played by.

Definition:

Synonym:

pledged by (please review)

A property that is used by the class loan collateral (please review).

Definition:

Synonym:

plotted between

A property specializing is between that is used by the class time based plot.

Definition:

Synonym:

point in time price has value

A property that is used by the class debt published point in time price.

Definition: Is normally be expressed in basis points, although the meaning of BP implies a percentage value. Change this to BP.

Synonym:

policy details

A property that is used by the class insurance backed guaranty.

Definition: Details of the Insurance Policy which make up this Guaranty.

Synonym:

pool has loan type

A property that is used by the class loan pool.

Definition: The type of loans that make up the pool.

Synonym:

pool membership selection (please review)

A property that is used by the class loan balance (please review).

Definition: Member loan Balance code indicates whether this is a "plain" balance (1) with no pool membership change associated with it NOTE: THis is an unreviewed and unchanged Data Model term. or alternatively whether it is a balanceassociated with this mortgage (2) entering or (3) leaving the mortgage pool, or whether (4) this is a balance of a mortgage not associated with any pool Will not be in Semantic Model. Would be separate classes with a time line component.

Synonym:

pool number

A property that is used by the class publicly issued debt.

Definition: The Pool Number of the debt.

Synonym:

postal code

A property that is used by the class postal code.

Definition:

Synonym:

potential default

A property that is used by the class o t c master agreement conditions precedent.

Definition: The condition that some potential default has occurred in respect to the other party. Further notes: Conditions precedent typically include that no potential default has occurred, so this is typically or always "no". Sample text (of which this term is a part): " the condition precedent that no Event of Default or Potential Event of Default with respect to the other party has occurred and is continuing, "

Synonym:

pre arranged payment fee (please review)

A property that is used by the class payment arrangement terms.

Definition: The Handling Fee that would be payable in the event of the borrower wishing to make funds available early for application on the schedule due dates (so they are not principal prepayments).

Synonym:

precedes

A property specializing relates to that can be used by any class and has the inverse succeeds.

Definition: relates a stage in a lifecycle, an event, or occurrence, such as a trade, to one that occurs before it

Synonym:

precision

A property that is used by the class share price.

Definition: The number of decimal places in the price.

Synonym:

preference share senior to ordinary share

A property specializing is senior to that is used by the class preference share.

Definition:

Synonym:

preferred settlement currency (please review)

A property that is used by the class security settlement convention.

Definition: Preferred currency in which the instrument is to be settled. Securities may be settled in a currency other than this.

Synonym:

premium

A property that is used by the class bond call terms set.

Definition: A premium paid to the bond owner when the bond is called.

Synonym:

premium (please review)

A property that is used by the class credit index (please review).

Definition: A premium payable for a contract based on the index.

Synonym:

premium amount

A property that is used by the class swaption premium.

Definition:

Synonym:

prepared for

A property that is used by the class ledger account.

Definition:

Synonym:

prepayment penalty interest (please review)

A property that is used by the class loan ongoing prepayment terms.

Definition: Prepayment Penalty Interest.

Synonym:

prepayment penalty period (please review)

A property that is used by the class loan early prepayment terms.

Definition: Period during which penalities are incurred for partial or full principal repayment prior to loan maturity. MISMO definition: "Information specific to calculation of penalities for partial or full principal repayment prior to loan maturity. " There is a penalty for this as well, perhaps as a monetary amount.

Synonym:

prepayment penalty waiver (please review)

A property that is used by the class loan early prepayment terms.

Definition: Whether the Loan Contract includes a provision for the lender to waive the prepayment penalty at their discretion.

Synonym:

prepayment speed value

A property that is used by the class prepayment speed.

Definition:

Synonym:

prepayment threshold (please review)

A property that is used by the class loan ongoing prepayment terms.

Definition: Percentage amount of pre-payments allowed under the product per year. This is for mortgages that allow a certain threshold of pre-payments (ie 10%) before charges are incurred.

Synonym:

price date volume

A property that is used by the class share price.

Definition: Number of units traded on the price date.

Synonym:

price determination convention notes

A property that is used by the class bond exchange closing price.

Definition: Further free text notes on the way in which the closing price is determined.

Synonym:

price determination convention notes

A property that is used by the class official closing price.

Definition: Further free text notes on the way in which the closing price is determined.

Synonym:

price determination method

A property that is used by the class exchange traded bond price.

Definition: The method by which the High Price is determined on that exchange.

Synonym:

price determination method

A property that is used by the class high price.

Definition: The method by which the High Price is determined on that exchange.

Synonym:

price determination method

A property that can be used by any class.

Definition:

Synonym:

price determination method

A property that is used by the class official closing price.

Definition: The method by which the closing price is defined.

Synonym:

price determination method

A property that is used by the class low price.

Definition: The method by which the Low Price is determined on that exchange.

Synonym:

price is traded

A property that is used by the class exchange traded bond price.

Definition: The highest valuation over the period specified. Notes from Equity review, may apply to Debt also: this can be regarded as a derived price. See also note in LowPrice Difference: different rules used. May be based on trade OR quote price Analytic or Price?? this is a derived type but with a much simpler rule.

Synonym:

price per option

A property that is used by the class premium price per option expression.

Definition: The amount of premium to be paid expressed as a monetary amount to be paid per option.

Synonym:

price quoted ex dividend

A property that is used by the class debt instrument yield.

Definition: Whether or not the yield is based on a price which is quoted ex-dividend. When a bond is said to trade ex-dividend it means that there is a period of time prior to each coupon payment during which a bond purchaser does not receive custody of the next coupon. That payment is made to the previous bond holder and accrued interest is therefore negative during the ex-dividend period.

Synonym:

price source

A property that is used by the class equity forward cash settlement.

Definition: The Price source to be used to determine the settlement price.

Synonym:

price value

A property that is used by the class debt security price.

Definition: The price of the debt instrument expressed as a percentage of the par value of the instrument.

Synonym:

pricing determined by

A property that is used by the class future instrument.

Definition:

Synonym:

pricing source

A property that is used by the class total return leg.

Definition:

Synonym:

pricing speed

A property that is used by the class t a c tranche.

Definition: The prepayment speed specified fo the TAC Tranche at the outset of the deal, in PSA.

Synonym:

pricing to be determined by

A property that is used by the class standardized futures terms.

Definition:

Synonym:

pricing to be determined by

A property that is used by the class standardized options terms.

Definition:

Synonym:

prime

A property that is used by the class residential m b s.

Definition: Whether the mortage pool is identified as Prime or not.

Synonym:

principal

A property specializing has transaction party that is used by the class market transaction.

Definition:

Synonym:

principal payments expected

A property that is used by the class security cashflow status.

Definition:

Synonym:

principal strip

A property that is used by the class s t r i p.

Definition: Whether the STRIP instrument is a strip of the Principal of the underlying Debt Instrument.

Synonym:

principal strip

A property that is used by the class principal s t r i p.

Definition: The STRIP instrument is a strip of the Principal of the underlying Debt Instrument.

Synonym:

principal strip

A property that is used by the class interest s t r i p.

Definition: The STRIP instrument is not a strip of the Principal of the underlying Debt Instrument.

Synonym:

priority

A property that is used by the class shareholder equity.

Definition: The Seniority of the Equity. This is the order of precedence in which holders of different classes of equity (whether through private equity or publicly issued shares) will have a call on the assets of the company in the event of it winding up.

Synonym:

pro rated

A property that is used by the class debt security interest payment terms.

Definition: Whether the coupon is pro rated to the actual number of days in the payment period versus the number of payment periods.

Synonym:

probability

A property that is used by the class risk.

Definition:

Synonym:

processing country

A property that is used by the class fund processing terms.

Definition: Country in which the processing characteristic applies.

Synonym:

processing party has identity

A property specializing has identity that is used by the class funds processing party.

Definition: The organization which plays the role of the funds processing party

Synonym:

produces

A property specializing provides that is used by the class producer and has the inverse is produced by.

Definition: identifies the product that is fabricated, manufactured or created via some production process

Synonym:

product group description

A property that is used by the class fund.

Definition: Company specific description of a group of funds.

Synonym:

projected coupon

A property that is used by the class projected coupon payment value.

Definition: Anticipated amount of a future (variable) coupon amount.

Synonym:

projected date

A property that is used by the class projected value.

Definition: The calendar date on which the value is project to apply.

Synonym:

projected value

A property that is used by the class bond variable coupon.

Definition:

Synonym:

projected value determined by

A property that is used by the class projected value.

Definition:

Synonym:

promoted by

A property specializing fund has related party that is used by the class fund.

Definition:

Synonym:

property a v m confidence interval_cd (please review)

A property that is used by the class property collateral valuation (please review).

Definition: &lt;p&gt; Confidence Interval for original AVM valuation -Confidence interval for original valuation if valuation method is AVM (RR 107 ) &lt;/p&gt; &lt;p&gt; Confidence interval for current AVM valuation - List the AVM supplier's confidence value for the most recent valuation ( RR 113) &lt;/p&gt; &lt;p&gt; Property AVM confidence interval cd ( AO 126 - 127) values to be defined &lt;/p&gt;

Synonym:

property asset takes form

A property specializing physical asset takes form that is used by the class property asset.

Definition: The physical form of the Property Asset is Real Estate, also known as Bricks and Mortar.

Synonym:

property collateral d s c rate (please review)

A property that is used by the class loan property collateral (please review).

Definition: Debt Service Coverage Rate (DSC)

Synonym:

property collateral lien seniority (please review)

A property that is used by the class loan property collateral (please review).

Definition: Seniority on liquidation of property.

Synonym:

property collateral transferable (please review)

A property that is used by the class loan property collateral (please review).

Definition: Is property Transferability limited? For Spanish VPO loans, whether the property transferability is limited.

Synonym:

property collateral v p o declassification date (please review)

A property that is used by the class loan property collateral (please review).

Definition: Time Until Declassification - For Spanish VPO loans, time (in months) until property will be declassified as VPO property Further notes: PoC SDM Data note: Converted to date for declassification to avoid dirty data (AO )

Synonym:

property l t v_rt (please review)

A property that is used by the class property collateral valuation (please review).

Definition: &lt;p&gt; OriginalLTV-Originator’soriginalunderwrittenLoanToValueratio(LTV).For2ndlienloansthisshouldbethe&lt;br /&gt; combinedortotalLTV. ( RR 103 ) &lt;/p&gt; &lt;p&gt; Originator’s current Loan to Value ratio (LTV). For 2nd lien loans this should be the combined or total LTV (RR 109 ) &lt;/p&gt; &lt;p&gt; Both supported as dated instances of a property Collateral valuation avoiding dirty data -Dt from ( AO 124, 125) &lt;/p&gt;&lt;br /&gt;

Synonym:

property lenders valuation type (please review)

A property that is used by the class property collateral valuation (please review).

Definition: The type of valuation performed at origination.

Synonym:

property lenders valuation_at (please review)

A property that is used by the class property collateral valuation (please review).

Definition: &lt;p&gt; Original Valuation amount - Property value as of date of latest loan advance prior to a securitisation. Valuation amounts should be in the same currency as the loan (field 114) &lt;/p&gt; &lt;p&gt; Current Valuation Amount - Most recent valuation amount (if e.g. at repossession there were multiple valuations, this should reflect the lowest). If no update, leave blank. Valuation amounts should be in the same currency as the loan (field 114) &lt;/p&gt; &lt;p&gt; Property value at time of lastest loan advance - Property value at the time of the last advance. Valuation amounts should be in the same currency as the loan (field 114) &lt;/p&gt; &lt;p&gt; (AO 119 - 121 ) &lt;/p&gt;&lt;br /&gt;

Synonym:

property lenders valuation_dt (please review)

A property that is used by the class property collateral valuation (please review).

Definition: &lt;p&gt; Original valuation date - Date of latest property valuation at time of latest loan advance prior to a securitisation (RR 106) &lt;/p&gt; &lt;p&gt; Current valuation date - The date of most recent valuation ( (RR 112 ) &lt;/p&gt; &lt;p&gt; (AO 124-125) &lt;/p&gt;

Synonym:

protection seller payment

A property that is used by the class c d s fee leg stream.

Definition: A payment on a CDS trade where there is a payment from Seller to Buyer.

Synonym:

provided by

A property that can be used by any class.

Definition:

Synonym:

provider has identity

A property specializing has identity that is used by the class account provider.

Definition:

Synonym:

provides

A property that can be used by any class and has the inverse is provided by.

Definition: makes something available

Synonym:

provides analysis about

A property specializing is about that is used by the class financial instrument analytical parameter and has the inverse has analytics details.

Definition:

Synonym:

provides credit support to

A property specializing may be subordinated to that is used by the class tranched m b s instrument and has the inverse cashflow precedence.

Definition:

Synonym:

provides depositary service for

A property that is used by the class fund depositary.

Definition:

Synonym:

provides prepayment support

A property that is used by the class agency c m o.

Definition:

Synonym:

provides prepayment support for

A property specializing provides prepayment support that is used by the class planned amortization class bond and has the inverse supported by.

Definition:

Synonym:

provisions

A property specializing provides that is used by the class service provider and has the inverse is provisioned by.

Definition: customizes, provides, or outfits something required for use in delivering a service

Synonym:

published by

A property that is used by the class equity exchange published price.

Definition:

Synonym:

publisher identity

A property specializing has identity that is used by the class publisher.

Definition: A publisher of information may be identified as any Business Entity, including for example specialized publishing house, ratings agency, standards body and so on.

Synonym:

publishes

A property specializing provides that is used by the class publisher.

Definition:

Synonym:

publishes

A property that is used by the class publisher and has the inverse has publisher.

Definition: prepares and issues material for public consumption

Synonym:

purchase amount (please review)

A property that is used by the class purchase price (please review).

Definition:

Synonym:

purchase date (please review)

A property that is used by the class purchase price (please review).

Definition:

Synonym:

purchase price

A property that is used by the class subscription right.

Definition: The price at which the holder of the Subscription Right may purchase the underlying security.

Synonym:

purchase price

A property that is used by the class purchase right.

Definition: The price at which the holder of the Purchase Right may purchase the underlying security.

Synonym:

purchasing fee

A property that is used by the class fund subscription terms.

Definition: Actual percentage or fixed amount of money due when purchasing fund shares Definition origin:EFAMA DD

Synonym:

purports to reflect

A property specializing reflects value that is used by the class price.

Definition:

Synonym:

pursues goal

A property that can be used by any class.

Definition: The thing acts in furtherance of some goal. Editorial Note: In one sense, having, seeking or pursuing some goal is a necessary and sufficient condition of being an autonomous entity, i.e. these are defined by their having goal seeking behaviour. This is represented here by naming the relationship one of pursuing rather than merely of having. Note that this has no relation to the concept of pursuing in the sense of "pursued by a bear", for the purposes of this ontology (the relationship between the two word senses is metaphorical). For this reason, the property is labeled "pursues goal" rather than simply "pursues". Other sense exist for having a goal, for example a plan or policy, a project plan etc. may be said to have one or more goals, even though these goals are actually pursued by the organization making the plan. To accommodate this, pursues has been made a property of Independent Thing, with a restriction for Autonomous Agent to carry the sense of this thing having, as its own, the property of pursues some Goal.

Synonym:

pursues policy

A property that is used by the class business function referent.

Definition:

Synonym:

put date

A property that is used by the class put terms.

Definition: Date on which securities are subject to Optional or Mandatory Redemption by the bond holder.

Synonym:

put frequency

A property that is used by the class put terms.

Definition: Frequency of Tender or Put period.

Synonym:

put warrant

A property that is used by the class warrant.

Definition: If Yes, this warrant gives the holder the right to sell the underlying security back to the issuer at a predetermined price; if No, the warrant gives the holder the right to purchase the instrument at the predetermined price (a call warrant).

Synonym:

putable

A property that is used by the class bankers acceptance.

Definition: Whether the holder has the right to ask for redemption of the security prior to final maturity. This instrument is not putable.

Synonym:

puttable

A property that is used by the class debt instrument.

Definition: Whether the holder has the right to ask for redemption of the security prior to final maturity.

Synonym:

Q
quantified raw material takes material form

A property that is used by the class quantified raw material.

Definition: The actual numerical amount of some material, that is represented as quantified raw material.

Synonym:

quotation amount

A property that is used by the class c d s cash settlement.

Definition: An amount quoted, which is either an upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained, or the floating rate payer calculation amount.

Synonym:

quotation method

A property that is used by the class c d s cash settlement.

Definition: The type of price quotations to be requested from dealers when determining the market value of the reference obligation for purposes of cash settlement.

Synonym:

quotation style

A property that is used by the class c d s fee leg stream.

Definition: The type of quotation that was used between the trading desks in setting up the deal.

Synonym:

quote lot size

A property that is used by the class share price.

Definition: The number of securities against which the price is quoted. This is usually the default lot size for a given exchange, but may be different.

Synonym:

quote size

A property that can be used by any class.

Definition:

Synonym:

quote size

A property that is used by the class high price.

Definition: High Price takes into account size of quote.

Synonym:

quote size

A property that is used by the class low price.

Definition: Low Price takes into account size of quote.

Synonym:

quoted date (please review)

A property that is used by the class inflation rate value (please review).

Definition: The date to which the quoted inflation value applies.

Synonym:

quoted ex dividend

A property that is used by the class debt security price.

Definition: Whether or not the price is quoted ex-dividend. When a bond is said to trade ex-dividend it means that there is a period of time prior to each coupon payment during which a bond purchaser does not receive custody of the next coupon. That payment is made to the previous bond holder and accrued interest is therefore negative during the ex-dividend period.

Synonym:

quoted on

A property specializing is published by that is used by the class exchange traded security price.

Definition:

Synonym:

R
rate

A property that is used by the class tax rule.

Definition: Rate used for calculation of the tax.

Synonym:

rate of return

A property that is used by the class asset return stream.

Definition: The terms of the initial price of the return type swap and of the subsequent valuations of the underlyer.

Synonym:

rated at issue

A property that is used by the class senior c d o tranche.

Definition:

Synonym:

rated at issue

A property that is used by the class mezzanine c d o tranche.

Definition:

Synonym:

rates

A property that is used by the class investment credit rating.

Definition: The Credit rating rates something, for example a legal entity, an instrument or some such.

Synonym:

rateTreatment

A property that can be used by any class.

Definition:

Synonym:

rating has tense

A property specializing has tense that is used by the class rating.

Definition:

Synonym:

ratio

A property that is used by the class covered warrant.

Definition: The ratio of warrant units to underlying security units for delivery when the warrant is exercised.

Synonym:

raw material is application of

A property that is used by the class raw material.

Definition: The amount of material which is identified for the purpose, identified as a kind of economic resource.

Synonym:

realized as

A property that is used by the class contractual product.

Definition:

Synonym:

realized variance amount

A property that is used by the class variance leg terms.

Definition: The amount to which the Equity Payment Date relates, in relation to each Equity Payment Date.

Synonym:

realizes

A property specializing applies to that can be used by any class and has the inverse is realized by.

Definition: makes concrete

Synonym:

receiver

A property that is used by the class spot cash settlement terms.

Definition:

Synonym:

receives

A property that is used by the class option call transaction.

Definition:

Synonym:

receives

A property that is used by the class option put transaction.

Definition:

Synonym:

reciprocal

A property that is used by the class measure.

Definition: A measure stated in terms of the recpirocal of another measure.

Synonym:

records employment status as

A property that is used by the class personal loan borrower assessment information (please review).

Definition: The employment status of the person applying for the loan, e.g. employed, self-employed, unemployed.

Synonym:

recourse loan (please review)

A property that is used by the class loan drawdown.

Definition: The only way you get the money back in the event of default is the security. Recourse is where you still have the opportunity to go back to the borrower for the rest of the money.

Synonym:

redeemed equity amount

A property that is used by the class current equity status.

Definition:

Synonym:

redemption amount

A property that is used by the class redemption payment.

Definition: The amountof the principal paid with this redemption payment.

Synonym:

redemption cutoff date time

A property that is used by the class fund redemption terms.

Definition: Last date/time at which an order to redeem can be given.

Synonym:

redemption cycle in business days

A property that is used by the class fund units settlement terms convention.

Definition: The last business day following the day on which a redemption order is priced (T) by which settlement will be due for orders placed with the main Fund Order Desk. Alternatively, if proceeds will be paid following receipt of written renunciation, the last business day following receipt of the relevant renunciation documentation by the main Fund Order Desk (R) by which the proceeds will be sent.

Synonym:

redemption dealing frequency

A property that is used by the class fund redemption terms.

Definition: Frequency at which the redemptions are done.

Synonym:

redemption fee

A property that is used by the class fund subscription terms.

Definition: Actual percentage or fixed amount of money due when redeeming fund shares Definition origin:EFAMA DD

Synonym:

redemption form

A property that is used by the class fund redemption terms.

Definition: Physical written instruction/renunciation form for redemption of units/shares by the investor.

Synonym:

redemption in amount allowed

A property that is used by the class fund redemption terms.

Definition: Whether redemptions in amount are allowed.

Synonym:

redemption period

A property that is used by the class fund redemption terms.

Definition: Specific period, eg, for some guaranteed funds, during which the units/shares may be redeemed.

Synonym:

reference

A property that is used by the class f r n date rule.

Definition: Textual reference to the document and section that contains the rule.

Synonym:

reference

A property that is used by the class date determination.

Definition:

Synonym:

reference contact information (please review)

A property that is used by the class personal loan borrower assessment information (please review).

Definition: contact information on file for the references taken up on the potential borrower(s).

Synonym:

reference factor has value

A property that is used by the class reference factor.

Definition:

Synonym:

reference rate

A property that is used by the class commodity forward contract.

Definition: Is actually a price of something.

Synonym:

references

A property that is used by the class better or worse of assets payout commitment.

Definition:

Synonym:

references yield of

A property that can be used by any class.

Definition:

Synonym:

refers to

A property that is used by the class equities statistical price.

Definition:

Synonym:

refers to

A property that is used by the class spot settlement commitment.

Definition:

Synonym:

refers to

A property that is used by the class mid price.

Definition:

Synonym:

refers to

A property specializing is spread between that is used by the class debt margin spread.

Definition:

Synonym:

refers to

A property specializing is between that is used by the class bid ask spread.

Definition:

Synonym:

refers to

A property that is used by the class options theta.

Definition:

Synonym:

refers to

A property that is used by the class equivalent life analytic.

Definition:

Synonym:

refers to

A property specializing is spread between that is used by the class debt margin spread.

Definition:

Synonym:

refers to

A property that is used by the class modified duration analytic.

Definition:

Synonym:

refers to

A property that is used by the class mid price.

Definition:

Synonym:

refers to

A property that is used by the class options vega.

Definition:

Synonym:

refers to

A property specializing specifies index parameter that is used by the class inflation bond principal repayment terms set.

Definition:

Synonym:

refers to

A property specializing is between that is used by the class bid ask spread.

Definition:

Synonym:

refers to

A property that is used by the class reference.

Definition: the relationship between a reference and the concept it stands for or refers to, i.e., the referent for that reference

Synonym:

refers to (please review)

A property that is used by the class credit index reference constituent (please review).

Definition:

Synonym:

refers to credit rating

A property that is used by the class algo debt credit spread.

Definition:

Synonym:

refers to market

A property that is used by the class market price.

Definition:

Synonym:

refers to maturity

A property that is used by the class algo debt credit spread.

Definition:

Synonym:

refers to value of (please review)

A property that is used by the class loan application borrower assessment information.

Definition:

Synonym:

reflects

A property specializing purports to reflect that is used by the class e t option premium.

Definition:

Synonym:

reflects value

A property specializing expresses that is used by the class price.

Definition:

Synonym:

registers

A property that is used by the class registration authority.

Definition: links a registration authority to something it registers

Synonym:

registration date

A property that is used by the class fund.

Definition: The date at which the fund is legally approved in a country other than the country of origin.

Synonym:

regular call frequency

A property that is used by the class parametric call schedule.

Definition: the frequency of the periods in which redemption is scheduled to occur per year

Synonym:

regular period days

A property that is used by the class coupon regular period length.

Definition: Number of days in coupon period in the series.

Synonym:

regular period duration

A property specializing has period duration that is used by the class coupon periodic date series.

Definition:

Synonym:

regulates

A property specializing governs that is used by the class regulatory agency.

Definition: governs or directs according to rule or law, typically an industry, organization, or product

Synonym:

regulates (please review)

A property that is used by the class loan regulatory requirement (please review).

Definition:

Synonym:

reinvestment frequency

A property that is used by the class fund reinvestment policy.

Definition: For units where there is Reinvestment distribution, the frequency with which the reinvestment takes place (this will be the same or less frequently than the Dividend Payment Frequency), otherwise this fact does not apply.

Synonym:

rel-isOf

A property that can be used by any class and has the inverse has.

Definition:

Synonym:

relate to

A property that is used by the class fund subscription terms.

Definition:

Synonym:

relates employment status

A property that is used by the class personal dated facts (please review).

Definition: Employment Status; Employment status of (the primary) applicant.

Synonym:

relates to

A property that can be used by any class.

Definition:

Synonym:

relates to

A property that is used by the class debt instrument.

Definition:

Synonym:

relates to

A property that can be used by any class.

Definition: has a logical or causal connection with

Synonym:

relation

A property that is used by the class formula.

Definition: The Relation at the center of the Formula, usually "Equals".

Synonym:

relative determination method

A property that is used by the class correlation leg terms.

Definition: 'A reference to a notional amount determination method defined elsewhere in this document.'

Synonym:

relative notional amount

A property that is used by the class correlation leg terms.

Definition: A notional amount specified by reference.

Synonym:

relative to

A property that is used by the class credit spread.

Definition:

Synonym:

relative to

A property that is used by the class relative time.

Definition:

Synonym:

renegotiable (please review)

A property that is used by the class loan interest payment terms.

Definition: Whether the terms for payment of interest can be renegotiated during the life of the loan.

Synonym:

renegotiable (please review)

A property that is used by the class loan variable interest payment terms.

Definition:

Synonym:

repayment date

A property that is used by the class repaid loan.

Definition: The date the loan was deemed to be repaid.

Synonym:

report author business organization

A property that is used by the class report document.

Definition:

Synonym:

repossession history (please review)

A property that is used by the class loan application borrower assessment information.

Definition: Whether the potential borrower has a history of repossession.

Synonym:

repossession history (please review)

A property that is used by the class borrower ongoing dated facts (please review).

Definition: If yes: Will be more facts to be determined.

Synonym:

repossession history (please review)

A property that is used by the class personal dated facts (please review).

Definition: Whether there is a history of prior repossessions resulting from the borrower defaulting on a previous mortgage loan.

Synonym:

represents

A property that is used by the class stock balance.

Definition:

Synonym:

represents

A property specializing refers to that is used by the class reference and has the inverse has representation.

Definition: relates some textual or other symbol or some set of words to some concept that has the sense or meaning the representation is intended to convey

Synonym:

represents amount of

A property that is used by the class cash balance.

Definition:

Synonym:

represents an interest in

A property that is used by the class equity.

Definition: Equity always represents an interest in some business organization. This is the organization, company or venture in which the holder of the equity has a stake in by virtue of holding that equity

Synonym:

represents lien on (please review)

A property that is used by the class loan property collateral (please review).

Definition:

Synonym:

represents monetary amount

A property that is used by the class cash balance.

Definition:

Synonym:

represents risk of (please review)

A property that is used by the class credit index (please review).

Definition:

Synonym:

repurchase agreeement has lender

A property that is used by the class repurchase agreement.

Definition:

Synonym:

repurchase agreement has borrower

A property that is used by the class repurchase agreement.

Definition:

Synonym:

requested by

A property that is used by the class request.

Definition:

Synonym:

required days notice

A property that is used by the class master agreement change notification obligation.

Definition: The number of days notice to be given for a change in the given kinds of details.

Synonym:

requirement act reference (please review)

A property that is used by the class loan regulatory requirement (please review).

Definition:

Synonym:

requirement section and paragraph (please review)

A property that is used by the class loan regulatory requirement (please review).

Definition:

Synonym:

reset date offset days

A property that is used by the class bond variable coupon terms set.

Definition: Number of days from the Coupon Payment Date that the Coupon Rate is reset. Offset - Relative date e.g. 2 days before Rate rest may be the Fixing date. Payment is separate from this, so this is an Accrual term. Payment dates may also be specified relative to.

Synonym:

reset day and month

A property that is used by the class floater tranche.

Definition:

Synonym:

residency period (please review)

A property that is used by the class personal loan borrower assessment information (please review).

Definition: Period in which borrower is resident of the country - where the loan property is located.

Synonym:

residential (please review)

A property that is used by the class marine finance (please review).

Definition: Whether the boat is intended to be used and is legally able to be used as a place of residence.

Synonym:

responsible for

A property that is used by the class paying agent.

Definition:

Synonym:

restricted

A property that is used by the class limited partnership unit restriction.

Definition: Yes = Restricted; No = Free.

Synonym:

restriction applies in

A property that is used by the class legal restriction.

Definition:

Synonym:

restriction applies in

A property that can be used by any class.

Definition:

Synonym:

restricts

A property that is used by the class restriction.

Definition:

Synonym:

restricts activity

A property specializing restricts that is used by the class restriction.

Definition:

Synonym:

results in

A property that is used by the class Measurement Procedure.

Definition:

Synonym:

results in (please review)

A property that is used by the class property purchase and sale (please review).

Definition:

Synonym:

results in (please review)

A property that is used by the class property valuation (please review).

Definition:

Synonym:

results in measured value

A property that is used by the class Monetary Valuation Procedure.

Definition:

Synonym:

retained until (please review)

A property that is used by the class loan retained amount.

Definition: Date when the retained amount is to be drawn by.

Synonym:

reverts

A property that is used by the class non agency regular jump z tranche.

Definition:

Synonym:

reverts on

A property that is used by the class agency regular jump z.

Definition:

Synonym:

revolving

A property that is used by the class credit card pool.

Definition: Feature whereby the principal can go up or down. This means that the loan could pay down principal or add principal to it.

Synonym:

right to retain

A property that is used by the class put terms.

Definition: Whether the holder has an option to retain the security in the event of an issuer exercising the put option.

Synonym:

risk level (please review)

A property that is used by the class loan standardization documentation.

Definition:

Synonym:

rolling frequency

A property that is used by the class contract for difference.

Definition: In principle they can be rolled on any agreed basis. Usually no firm idea on when the parties want to settle, will hold untilo they feel like terminating, nbut there's no reason why this might not be made weekly or monthly.

Synonym:

rounding convention

A property that is used by the class yield calculation method.

Definition: The rounding convention used in the calculation method.

Synonym:

rounding decimal places

A property that is used by the class base.

Definition: Number of decimal places to round to.

Synonym:

rounding direction

A property that can be used by any class.

Definition:

Synonym:

rule direction

A property that is used by the class modify convention roll rule.

Definition: The direction in which the rule is to be applied to the date returned by the Date Roll Rule.

Synonym:

rule name

A property that is used by the class tax rule.

Definition: Common name of the Tax Rule

Synonym:

S
s p v holds pool

A property that is used by the class special purpose vehicle.

Definition: A Special Purpose Vehicle always holds some kind of pool. This may be a debt pool, an asset pool (fund) or some pool of securities from which it issues Participation Notes.

Synonym:

scheduled by

A property that can be used by any class and has the inverse schedules.

Definition:

Synonym:

scheduled coupon payment

A property specializing schedules and schedules that is used by the class coupon schedule specification.

Definition:

Synonym:

scheduled delivery date

A property that is used by the class delivery terms.

Definition:

Synonym:

scheduled dividend payment

A property specializing schedules that can be used by any class.

Definition:

Synonym:

scheduled maturity date

A property that is used by the class tradable debt security redemption terms set.

Definition: Originally specified date on which an interest bearing security becomes due and assets are to be repaid, as stated in the security's offering documents. This is the date on which the principal amount of a debt instrument becomes due and is repaid to the investor and interest payments stop.

Synonym:

scheduled termination date

A property that is used by the class credit default swap contract.

Definition: The date at which the contract for credit protection is due to expire as agreed by both parties.

Synonym:

schedules

A property that can be used by any class.

Definition:

Synonym:

schedules call of issue

A property that is used by the class debt european call exercise type.

Definition:

Synonym:

schedules mandatory event

A property specializing lists scheduled event that is used by the class mandatory sinking fund schedule listing.

Definition:

Synonym:

schedules possible call of issue

A property that is used by the class debt american call exercise type.

Definition:

Synonym:

schedules possible event

A property specializing lists scheduled event that is used by the class call schedule listing.

Definition:

Synonym:

scheme reference

A property that is used by the class restructuring type scheme.

Definition: The reference by which the scheme is identified, as a URI.

Synonym:

section contains clause

A property that is used by the class contract section.

Definition: A clause contained in the contract section.

Synonym:

sector (please review)

A property that is used by the class credit index (please review).

Definition: The sector from which constituents of the index are all drawn.

Synonym:

secured (please review)

A property that is used by the class loan drawdown.

Definition: Whether the loan is secured. Further Details: All loans are either secured or unsecured All secured loans are secured by some asset or some guaranty Guaranties have various forms. Guaranties have a guarantor. The guarantor may or may not elect to introduce some collateral of their own. Guarantor may or may not be Co-borrower.

Synonym:

secured (please review)

A property that is used by the class secured loan.

Definition:

Synonym:

secured (please review)

A property that is used by the class unsecured loan (please review).

Definition:

Synonym:

secured (please review)

A property that is used by the class collateralized secured loan.

Definition:

Synonym:

secured (please review)

A property that can be used by any class.

Definition:

Synonym:

securitization conditions

A property that is used by the class debenture securitization conditions.

Definition: Textual description of the conditions for the securitization of the Debenture.

Synonym:

securitization conditions

A property specializing has contractual element that is used by the class debenture.

Definition:

Synonym:

security description

A property that is used by the class future instrument.

Definition: The name of the security that uniquely identifies it amongst all other securities.

Synonym:

security tax code (please review)

A property that is used by the class security tax treatment (please review).

Definition: The tax code of the security in the stated tax jurisdiction.

Synonym:

seller

A property that is used by the class fx option transaction.

Definition:

Synonym:

seller currency

A property that is used by the class fx spot contract.

Definition: The seller's currency as specified in the contract.

Synonym:

selling currency

A property that is used by the class o t c currency option.

Definition: The currency in which the Option is sold.

Synonym:

sells

A property that is used by the class seller.

Definition:

Synonym:

sells to

A property that is used by the class seller and has the inverse buys from.

Definition:

Synonym:

senior equity priority

A property specializing priority that is used by the class senior equity.

Definition: The seniority of the equity. This is the order of precedence in which holders of different classes of equity will have a call on the assets of the company in the event of it winding up. In this class of equity this is the highest in senioity.

Synonym:

senior to

A property specializing cashflow precedence that is used by the class senior m b s tranche.

Definition: Specific kinds of tranche are modeled for example and investigation only and have been removed from the diagrams. These will be removed from the final model.

Synonym:

seniority

A property that is used by the class subordinated c d o equity.

Definition: The seniority which defines this tranche. This is the precedence order for scheduled payments. This is subordinated (also known as equity) and is the most junior tranche in the CDO issue.

Synonym:

seniority

A property that is used by the class super senior c d o tranche.

Definition: The seniority which defines this tranche. This is the precedence order for scheduled payments. This is defined as Senior, i.e. this is the most senior tranche of the CDO issue.

Synonym:

seniority

A property that is used by the class c d o note.

Definition: The seniority which defines this tranche. This is the precedence order for scheduled payments. Further notes: Tranches are categorized as senior, mezzanine, and subordinated/equity, according to their degree of credit risk. If there are defaults or the CDO's collateral otherwise underperforms, scheduled payments to senior tranches take precedence over those of mezzanine tranches, and scheduled payments to mezzanine tranches take precedence over those to subordinated/equity tranches. Senior and mezzanine tranches are typically rated, with the former receiving ratings of A to AAA and the latter receiving ratings of B to BBB. The ratings reflect both the credit quality of underlying collateral as well as how much protection a given tranch is afforded by tranches that are subordinate to it.

Synonym:

seniority

A property that is used by the class mezzanine c d o tranche.

Definition: The seniority which defines this tranche. This is the precedence order for scheduled payments. This is Mezzanine, meaning the tranche between senior and subordinated.

Synonym:

seniority

A property that is used by the class senior c d o tranche.

Definition: The seniority which defines this tranche. This is the precedence order for scheduled payments. This is defined as Senior, i.e. this is the most senior tranche of the CDO issue.

Synonym:

series

A property that is used by the class publicly issued debt.

Definition: A series number, identified by the issuer in the event that debt is issued in several series (also known as tranches).

Synonym:

served by

A property that is used by the class credit event notice.

Definition:

Synonym:

serviced by

A property that can be used by any class.

Definition:

Synonym:

set by

A property specializing is published by that is used by the class option daily settlement price.

Definition:

Synonym:

sets

A property that is used by the class policy.

Definition:

Synonym:

sets out

A property specializing sets out contractual economic commitment that is used by the class option payout terms set.

Definition:

Synonym:

sets out

A property that is used by the class date determination terms set.

Definition:

Synonym:

sets out

A property that is used by the class o t c master agreement obligations terms.

Definition:

Synonym:

sets out

A property that is used by the class master agreement early termination provisions.

Definition:

Synonym:

sets out

A property that is used by the class option barrier feature terms.

Definition:

Synonym:

sets out

A property that is used by the class equity voting rights terms.

Definition:

Synonym:

sets out

A property that is used by the class netting terms.

Definition:

Synonym:

sets out

A property that is used by the class asian exercise terms set.

Definition:

Synonym:

sets out

A property that is used by the class tax rule and has the inverse defined in.

Definition: The treatment of the financial instrument for taxation purposes. This is the most general form of tax treatment for financial instruments, including cash.

Synonym:

sets out commitment to

A property that is used by the class credit facility agreement.

Definition:

Synonym:

sets out contractual economic commitment

A property that is used by the class economic contract commitment and has the inverse contractual economic commitment described in.

Definition: The economic commitment set out in the terms to the contract which formalizes the agreement to the transaction.

Synonym:

sets out formula

A property that is used by the class inflation bond principal repayment terms set.

Definition:

Synonym:

sets out terms

A property that is used by the class funds processing passport.

Definition:

Synonym:

sets out terms for

A property that is used by the class fund bond class unit.

Definition:

Synonym:

sets out terms for (please review)

A property that is used by the class loan contract.

Definition: Extended credit (debt or Credit depending on the Viewpoint) has terms set out in a Contract, governing the terms fo extension of the cerdit, payment of interest, principal repayment and any other required clauses defining conditions of the loan or credit. Note feb 2010: term created in Sept 2008 as part of upper ontology. Review and perhaps specialise the kind of contract this relationship comes from.

Synonym:

settlement amount

A property that is used by the class spot cash settlement terms.

Definition:

Synonym:

settlement amount

A property that is used by the class forward cash settlement terms set.

Definition:

Synonym:

settlement business days (please review)

A property that is used by the class settlement convention.

Definition: Default number of business days for settlement e.g. T+1, T+3 and so on.

Synonym:

settlement currency

A property that is used by the class c d s cash settlement.

Definition: The currency in which the deal is to be settled.

Synonym:

settlement date

A property that is used by the class spot cash settlement terms.

Definition: 'The date on which both currencies traded will settle.'

Synonym:

settlement date

A property that is used by the class forward cash settlement terms set.

Definition: FpML = valueDate Definition for 'valueDate' in FpML 'The date on which both currencies traded will settle.' Definition for 'currency2ValueDate' in FpML 'The date on which the currency2 amount will be settled. To be used in a split value date scenario.' Notes 20 Jan: This is the scenario where "t" for one leg is different to "t" for the other leg.

Synonym:

settlement date offset

A property that is used by the class option strip contract.

Definition: The period in days between each Reset Date and the corresponding Settlement Date.

Synonym:

settlement information

A property that is used by the class spot cash settlement terms.

Definition: FpML settlementInformation (in payment) 'The information required to settle a currency payment that results from a trade.'

Synonym:

settlement method election

A property that is used by the class equity forward cash settlement.

Definition: How the forward will be settled.

Synonym:

settlement period in business days

A property that is used by the class fund units settlement terms convention.

Definition: The last business day following the day on which a subscription order is priced (T) by which settlement will be due for orders placed with the main Fund Order Desk, eg. T+3.

Synonym:

settlement terms

A property specializing has contractual element that is used by the class term deposit.

Definition: The contractual terms specifying the obligations of the certificate holder for the specified duration of that deposit.

Synonym:

share price value

A property that is used by the class share price.

Definition: Value of the price, as a monetary amount with a currency.

Synonym:

shares per option

A property that is used by the class share option o t c contract.

Definition: The number of shares per option defined for the option contract.

Synonym:

short name (please review)

A property that is used by the class security structured name.

Definition: Short name of the security.

Synonym:

side

A property that is used by the class forward contract.

Definition:

Synonym:

side

A property that is used by the class fx forward transaction.

Definition:

Synonym:

side

A property that is used by the class forward contract.

Definition:

Synonym:

side

A property that is used by the class fx forward transaction.

Definition:

Synonym:

signature required

A property that is used by the class fund processing form.

Definition: Whether a phsyical form with the investor's written signature is required through the main fund order desk. Yes:A phsyical form with the investor's written signature is required through the main fund order desk.

Synonym:

simulated by

A property that is used by the class synthetic pool asset.

Definition: The underlying CDS which is created to mechanise the cash flows in the synthetic portfolio.

Synonym:

simulates

A property that is used by the class synthetic debt instrument pool.

Definition:

Synonym:

simulates

A property that is used by the class synthetic pool asset.

Definition:

Synonym:

single payment

A property that is used by the class c d s fee leg stream.

Definition: A single fixed amount that is payable by the buyer to the seller on the fixed rate payer payment date. The fixed amount to be paid is specified in terms of a known currency amount.

Synonym:

situates

A property that can be used by any class and has the inverse is situated at.

Definition: indicates the place, setting, or context in which something is situated

Synonym:

sixty business day settlement cap

A property that is used by the class c d s physical settlement.

Definition: Whether the legal terms set forth in the following language are deemed part of the confirmation (the section references are to the 2003 ISDA Credit Derivatives Definitions): 'Notwithstanding Section 1.7 or any provisions of Sections 9.9 or 9.10 to the contrary, but without prejudice to Section 9.3 and (where applicable) Sections 9.4, 9.5 and 9.6, if the Termination Date has not occurred on or prior to the date that is 60 Business Days following the Physical Settlement Date, such 60th Business Day shall be deemed to be the Termination Date with respect to this Transaction except in relation to any portion of the Transaction (an "Affected Portion") in respect of which: (1) a valid notice of Buy-in Price has been delivered that is effective fewer than three Business Days prior to such 60th Business Day, in which case the Termination Date for that Affected Portion shall be the third Business Day following the date on which such notice is effective; or (2) Buyer has purchased but not Delivered Deliverable Obligations validly specified by Seller pursuant to Section 9.10(b), in which case the Termination Date for that Affected Portion shall be the tenth Business Day following the date on which Seller validly specified such Deliverable Obligations to Buyer.'

Synonym:

size

A property that is used by the class offer price.

Definition: The size of the trade that the Offer Price refers to.

Synonym:

size

A property that is used by the class bid price.

Definition: The size of the trade to which the Bid Price refers.

Synonym:

soft retractable

A property that is used by the class preference share.

Definition: A soft retraction value means it is payable in either "hard cash" or in an equal value of common stock of the issuer, at the choice of the issuer.

Synonym:

special dividend terms applicable

A property that is used by the class dividend stream.

Definition: Whether special dividends and memorial dividends are applicable. FpML: 'If present and true, then special dividends and memorial dividends are applicable.' Note that "if true" (a yes/no term) and "if present" (this term, which is the presence of the thing) are two separate meanings. FpML implies the truth of the Yes/No fact by the presence or absence of the corresponding dividend term.

Synonym:

special record date

A property that is used by the class bond coupon interest terms.

Definition: The record date associated with an odd first interest payment date that occurs before the start of the normal accrual cycle.

Synonym:

specification

A property that is used by the class specified temporal thing.

Definition:

Synonym:

specified indebtedness

A property that is used by the class cross default provisions.

Definition: Any obligation (whether present or future, contingent or otherwise, as principal or surety or otherwise) in respect of borrowed money. May not include obligations in respect of deposits received in the ordinary course of a party’s banking business. FpML: In Schedule: "Specified Indebtedness" will have the meaning specified in Section 14 except that such term shall not include obligations in respect of deposits received in the ordinary course of a party’s banking business. Section 14: "Specified Indebtedness" means, subject to the Schedule, any obligation (whether present or future, contingent or otherwise, as principal or surety or otherwise) in respect of borrowed money. Modeling note: Could extend this to have a yes/no option on the exclusion described in the Schedule to the sample Master Agreement

Synonym:

specifies

A property that is used by the class o t c master agreement right to termination following default event.

Definition:

Synonym:

specifies

A property that is used by the class credit protection contingent leg terms.

Definition:

Synonym:

specifies

A property that is used by the class c d s physical settlement.

Definition:

Synonym:

specifies

A property that is used by the class inflation index underlying.

Definition:

Synonym:

specifies

A property that is used by the class best of assets plus cash payout commitment.

Definition:

Synonym:

specifies

A property that can be used by any class.

Definition: states a fact about something

Synonym:

specifies

A property that is used by the class credit protection contingent leg terms.

Definition:

Synonym:

specifies

A property that is used by the class forward valuation terms set.

Definition:

Synonym:

specifies

A property that is used by the class o t c master agreement right to termination following default event.

Definition:

Synonym:

specifies

A property that is used by the class t a c tranche.

Definition:

Synonym:

specifies

A property that is used by the class planned amortization class bond.

Definition:

Synonym:

specifies

A property that is used by the class standardized exercise terms set.

Definition:

Synonym:

specifies

A property that is used by the class bond coupon structure type.

Definition:

Synonym:

specifies (please review)

A property that is used by the class loan product.

Definition:

Synonym:

specifies (please review)

A property that is used by the class loan contract.

Definition:

Synonym:

specifies base rate

A property that is used by the class bond variable coupon terms set.

Definition: The variable parameter specified in the variable terms, for the Base value in calculating variable interest rates. Note: this is also identified as the "Operand" for the Base part of the Formula which is included in these Terms.

Synonym:

specifies composition of

A property that is used by the class equity basket option annex.

Definition:

Synonym:

specifies convertible into

A property specializing specifies conversion into (please review) and specifiesConversionInto that is used by the class debt conversion terms.

Definition:

Synonym:

specifies coupon

A property specializing specifies terms that is used by the class inflation bond.

Definition:

Synonym:

specifies dealer

A property that is used by the class c d s cash settlement.

Definition:

Synonym:

specifies delivery method

A property that can be used by any class.

Definition: Type of delivery for contracts. This determines what is delivered to the holder when the future is exercised.

Synonym:

specifies event

A property that is used by the class option barrier feature terms.

Definition:

Synonym:

specifies exercise date convention

A property specializing option exercise terms specifies that is used by the class asian exercise terms set.

Definition:

Synonym:

specifies index parameter

A property that is used by the class index linked principal determination terms set.

Definition: The term specified in the formula for determination of principal paydown amounts.

Synonym:

specifies obligation

A property that is used by the class credit protection contingent leg terms.

Definition:

Synonym:

specifies option feature type

A property that is used by the class option barrier feature terms.

Definition: Whether the option "knocks in" (comes into force) or "Knocls out" (ceases being in force) when the stated event takes place.

Synonym:

specifies reverse trigger

A property that is used by the class jump z trigger event reversal.

Definition:

Synonym:

specifies terms

A property that is used by the class bond coupon structure type.

Definition:

Synonym:

specifies trigger

A property that is used by the class agency jump tranche.

Definition:

Synonym:

specifies trigger

A property that is used by the class non agency jump tranche.

Definition: The event which, when it takes place, causes the Jump Z holders to begin receiving payments.

Synonym:

specifies use of

A property specializing has operand that is used by the class price parameter specification.

Definition:

Synonym:

specifiesConversionInto

A property that is used by the class conversion terms.

Definition:

Synonym:

sponsored by

A property that is used by the class special purpose vehicle.

Definition: The entity which is the creator and servicer of the SPV. Notes: To protect investors from possible bankruptcy of the corporation, there are three legal safeguards: - Transfer of assets from the corporation is a non-recourse, true sale. - Investors receive a perfected interest in the assets' cash flows. - A non-consolidation legal opinion is obtained certifying that assets of the trust or special purpose vehicle cannot be consolidated with the corporation's assets in the event of bankruptcy.

Synonym:

spot price

A property that is used by the class spot delivery.

Definition:

Synonym:

spread

A property that can be used by any class.

Definition:

Synonym:

spread (please review)

A property that is used by the class loan floating interest payment terms set.

Definition: The percentage of interest added to the base rate.

Synonym:

spread range (please review)

A property that is used by the class credit index (please review).

Definition: The range of credit spread for the constituents of the index.

Synonym:

standard exercise terms has exercise convention

A property that can be used by any class.

Definition:

Synonym:

standard name

A property that is used by the class technical standard.

Definition: The full formal name of the standard.

Synonym:

standard set by

A property that is used by the class technical standard.

Definition: A Standards Body which acts as the setter of the Standard.

Synonym:

standards setter identity

A property specializing publisher identity that is used by the class standards setter.

Definition: The entity which performs the role of Standards Setter.

Synonym:

stands for

A property that is used by the class rule code.

Definition:

Synonym:

stated distribution fee

A property that is used by the class fund prospectus.

Definition:

Synonym:

stated in

A property that is used by the class fund investment objective and has the inverse outlines.

Definition:

Synonym:

stated investment aim

A property that is used by the class fund investment objective.

Definition: The stated aim of the Fund in words, e.g outperfom a given benchmark.

Synonym:

stated management fee

A property that is used by the class fund prospectus.

Definition: The fee that is stated in the Prospectus as being what is to be charged for management. Further notes: Can be monetary amount or a percentage or a combination. Action: simple type is wrong.

Synonym:

stated objective

A property that is used by the class fund prospectus.

Definition: The stated objective of the fund, in words.

Synonym:

statement calculation requirements

A property that is used by the class master agreement early termination provisions.

Definition: Provisions for calculation of statements and statement amounts in the event of this Early Termination.

Synonym:

status

A property that is used by the class security lifecycle status.

Definition:

Synonym:

status (please review)

A property that is used by the class legal proceeding status (please review).

Definition: The status of the proceedings in question.

Synonym:

status date

A property that is used by the class past status.

Definition: Date at which the status of the security is taken.

Synonym:

status has tense

A property specializing has tense that is used by the class status.

Definition:

Synonym:

stipulates benchmark

A property that is used by the class fund investment policy.

Definition:

Synonym:

stockholder equity represents

A property specializing takes form that is used by the class shareholder equity.

Definition: The Monetary Amount (capital amount) represented by the Stockholder Equity. This is the total equity in the firm in the form of shares (that is, the total equity other than additional paid in capital).

Synonym:

strategy

A property that is used by the class investment portfolio.

Definition:

Synonym:

street address

A property that is used by the class street address text.

Definition:

Synonym:

strike

A property that is used by the class swap strike terms.

Definition: The strike amount defined for this leg.

Synonym:

strike currency

A property that is used by the class option strike terms set.

Definition: The currency in which the option strike is specified or denominated.

Synonym:

strike determination date

A property that is used by the class fixed strike terms set.

Definition: The date on which the strike is determined,

Synonym:

strike price

A property that is used by the class stock option exercise terms set.

Definition: Predetermined price at which the holder will have to buy or sell the underlying instrument.

Synonym:

strike price

A property that is used by the class future options exercise terms set.

Definition: Predetermined spread at which the holder will have to buy or sell the futures contract for the underlying.

Synonym:

strike price

A property that is used by the class option instrument exercise terms.

Definition: Predetermined price or spread at which the holder will have to buy or sell the underlying

Synonym:

strike price

A property that is used by the class currency option exercise terms set.

Definition: Predetermined price at which the holder will have to buy or sell the underlying currency.

Synonym:

strike price absolute amount

A property that is used by the class absolute price strike specification.

Definition: The absolute monetary price at which the option has been struck.

Synonym:

strike price percentage

A property that is used by the class percentage strike price specification.

Definition: The price or level expressed as a percentage of the forward starting spot price.

Synonym:

strike rate

A property that is used by the class fx option contract.

Definition:

Synonym:

strike spread

A property that is used by the class index option exercise terms set.

Definition: Predetermined spread at which the holder may exercise the contract.

Synonym:

strippable

A property that is used by the class bankers acceptance.

Definition: Whether or not the instrument can be stripped, so that interest and principal may be traded separately. This instrument cannot be stripped.

Synonym:

structure

A property that is used by the class c d o deal.

Definition: The source of funds for the CDO is market value. This means that principal and interest payments to investors come from both collateral cash flows as well as sales of collateral.

Synonym:

stub days

A property that is used by the class stub length.

Definition: Length in days of the irregular Stub period.

Synonym:

student loan status (please review)

A property that is used by the class student loan active status (please review).

Definition: The status of the Student Loan at a given point in time, during the phase where it is active (the disbursement phase).

Synonym:

sub fund

A property that is used by the class fund.

Definition: Whether the investment fund is a subfund, when it is a compartment of an umbrella fund. If so, subfund is a synonym of investment fund and therefore has the same attributes as investment fund.

Synonym:

subject

A property that is used by the class economic transaction.

Definition:

Synonym:

subject is

A property that is used by the class interest calculation subject.

Definition:

Synonym:

subject takes form

A property that is used by the class formula subject.

Definition:

Synonym:

subject to other provisions

A property that is used by the class delivery obligation.

Definition: Whether this Obligation is subject to other provisions in the Master Agreement.

Synonym:

subordinated to

A property specializing may be subordinated to that is used by the class c d o note.

Definition:

Synonym:

subordinated to

A property specializing may be subordinated to that is used by the class cash asset backed security instrument.

Definition:

Synonym:

subscription cutoff date time

A property that is used by the class fund subscription terms.

Definition: Last date/time at which an order to subscribe can be given.

Synonym:

subscription dealing frequency

A property that is used by the class fund subscription terms.

Definition: Frequency at which the subscriptions are done.

Synonym:

subscription period

A property that is used by the class fund subscription terms.

Definition: Specific period, eg, for some guaranteed funds, during which the units/shares may be subscribed to.

Synonym:

subscriptions in amount allowed

A property that is used by the class fund subscription terms.

Definition: Whether subscriptions in amount are allowed.

Synonym:

subsequent application form

A property that is used by the class fund subscription terms.

Definition: Physical application form for subsequent investments by the same investor.

Synonym:

subsidy period end date (please review)

A property that is used by the class loan drawdown.

Definition: Subsidy Period - date at which subsidy period ends

Synonym:

substitution

A property that is used by the class credit default swap contract.

Definition: Whether it is possible to substitute other obligations in place of the specified Deliverable Obligation.

Synonym:

subtracts

A property that is used by the class fixed lookback strike formula expression.

Definition:

Synonym:

subtracts

A property that is used by the class floating lookback formula expression.

Definition:

Synonym:

subtracts from

A property that is used by the class fixed lookback strike formula expression.

Definition:

Synonym:

subtracts from

A property that is used by the class floating lookback formula expression.

Definition:

Synonym:

succeeds

A property specializing relates to that can be used by any class and has the inverse precedes.

Definition: relates a stage in a lifecycle, an event, or occurrence, such as a trade, to one that occurs after it

Synonym:

suite identified by

A property that can be used by any class.

Definition:

Synonym:

super sinker

A property that is used by the class mandatory sinking fund description.

Definition: A colloquial term for a term maturity, usually from a single family mortgage revenue issue with several term maturities, that will be the first to be called from a sinking fund into which all proceeds from prepayments of mortgages financed by the issue are deposited.  The maturity's priority status under the call provisions means that it is likely to be redeemed in its entirety well before the stated maturity date.

Synonym:

supersedes

A property that is used by the class contract.

Definition: the or any earlier contract which this contract supersedes

Synonym:

supervised by

A property that is used by the class fund.

Definition:

Synonym:

supplies

A property specializing provides that is used by the class supplier and has the inverse is supplied by.

Definition:

Synonym:

supply

A property specializing subject that is used by the class supply transaction.

Definition:

Synonym:

supported by

A property that is used by the class planned amortization class bond and has the inverse provides prepayment support for.

Definition:

Synonym:

supports (please review)

A property that is used by the class loan collateral (please review).

Definition: A loan which is supported by the Collateral

Synonym:

switching chargeable

A property that is used by the class fund processing general terms.

Definition: Whether a switching charge for changing between sub-funds of the same umbrella can be applied.

Synonym:

switching fee

A property that is used by the class fund subscription terms.

Definition: Actual percentage or fixed amount of money due when switching to another fund. Definition origin:EFAMA DD

Synonym:

synonym

A property that can be used by any class.

Definition: A synonym is another designation that can be substituted for the primary representation. It is a designation for the same concept.

Synonym:

T
t c m (please review)

A property that is used by the class credit index reference constituent (please review).

Definition: Description of the reference instrument in TCM format (ticker-coupon-maturity).

Synonym:

takes account of quote size

A property that is used by the class exchange traded bond price.

Definition: Low Price takes into account size of quote.

Synonym:

takes form

A property that can be used by any class.

Definition:

Synonym:

takes form

A property that can be used by any class.

Definition: the form taken by some amount of money defined according to its purpose, such as capital or equity

Synonym:

takes form of

A property that can be used by any class.

Definition:

Synonym:

takes form of

A property specializing consists of and comprises that is used by the class bricks and mortar holding.

Definition:

Synonym:

takes form of

A property that can be used by any class.

Definition:

Synonym:

takes form of collateral

A property specializing guaranty takes form of that is used by the class collateralized guaranty.

Definition:

Synonym:

takes into account

A property specializing makes reference to that is used by the class average life.

Definition:

Synonym:

takes material form

A property that is used by the class economic resource.

Definition: The material form of the Economic Resource; that is the thing which is recognized as being an Economic Resource as defined here, Editorial Note: This would usually be some Independent Thing. However it is conceivable that the existence of some relative thing, for example an asset, may itself be regarded and defined as a resource, over and above the role or context already defined for it. Therefore this identity relationship has a range of Thing, but is modeled as a sub property of "identity" to make this conclusion explicit. Editorial Note: This is a relationship with the sense that some relative thing takes the form of something, but is distinct from the similar concept as applied to Asset, in which the thing which takes the form of some asset is owned by someone. Here it is a resource, irrespective of whether or by whom it is owned. Labeled as "takes material form" to disambiguate these two relationships.

Synonym:

takes place under (please review)

A property that is used by the class legal proceeding (please review).

Definition:

Synonym:

takes prepayment after

A property specializing supported by that is used by the class p a c-2 class.

Definition:

Synonym:

takes prepayment after

A property specializing supported by that is used by the class p a c-1 class.

Definition:

Synonym:

takes reference form

A property that is used by the class Quantity Reference.

Definition:

Synonym:

takes reference parameter

A property that is used by the class parametric reference entity.

Definition:

Synonym:

takes value

A property that is used by the class numerical parameter.

Definition:

Synonym:

takes values over time

A property specializing takes value that is used by the class timed parameter.

Definition:

Synonym:

temporal definition

A property specializing specified as that is used by the class temporal thing.

Definition:

Synonym:

tense

A property that can be used by any class.

Definition:

Synonym:

tense

A property that is used by the class timed value.

Definition: Whether the value is in the past, present or future tense. Note that different qualifying terms are required for each of these, so the specific sub-type should be referred to in all cases.

Synonym:

term deposit rate

A property that is used by the class term deposit.

Definition: The rate of return on the deposit.

Synonym:

term duration

A property that is used by the class term deposit.

Definition: The duration of the term specified in days, months, quarters or years.

Synonym:

term origin

A property that can be used by any class.

Definition: Document from which a given term was taken directly; the range for this annotation can be a string (either xsd:string or fibo-fnd-utl-bt:text), URI (either xsd:anyURI or fibo-fnd-utl-bt:uri), or BibliographicCitation

Synonym:

terminates

A property that is used by the class discharging event.

Definition:

Synonym:

termination provision

A property that is used by the class contract for difference.

Definition: Possibles: Rolled daily Expires on some day If something new happens - provisions for the kinds of event that can lead to termination (as per most type of contract generally).

Synonym:

threshold

A property that is used by the class option barrier feature event.

Definition: The price or other variable (as a number) which has to be met for the event to be deemed to have occurred.

Synonym:

threshold amount

A property that is used by the class cross default provisions.

Definition:

Synonym:

tick size

A property that is used by the class standardized futures terms.

Definition: The minimum value of the upward or downward movement of the price of the contract.

Synonym:

tick size

A property that is used by the class future instrument.

Definition: The minimum value of the upward or downward movement of the price of the contract.

Synonym:

tick value

A property that is used by the class future instrument.

Definition: The minimum value of the upward or downward movement of the contract. This is the contract size multiplied by the tick size.

Synonym:

tick value

A property that is used by the class standardized futures terms.

Definition: The minimum value of the upward or downward movement of the contract. This is the contract size multiplied by the tick size.

Synonym:

ticker (please review)

A property that is used by the class credit index reference constituent (please review).

Definition: A local ticker identifier for the index constituent.

Synonym:

title

A property that is used by the class formal document.

Definition: The formal title of the Document.

Synonym:

to

A property that is used by the class memorandum.

Definition:

Synonym:

to be bank qualified

A property that is used by the class municipal bond issuance process information.

Definition: Designation given to a public purpose bond offering by the issuer if it reasonably expects to issue in the calendar year of such offering no more than $10 million par amount of bonds of the type required to be included in making such calculation under the Internal Revenue Code.  When purchased by a commercial bank for its portfolio, the bank may receive an 80% tax deduction for the interest cost of carry for the issue.  A bond that is bank qualified is also known as a qualified tax-exempt obligation.

Synonym:

to fulfil

A property specializing has objective that is used by the class business strategy.

Definition:

Synonym:

total physical quantity

A property that is used by the class bullion physical delivery.

Definition: The amount of the bullion to be delivered, expressed in the specified units.

Synonym:

tracking error

A property that is used by the class fund investment restrictions set.

Definition: See RiskFactors narrative in EFAMA DD

Synonym:

traded

A property that is used by the class last price.

Definition: Whether the Last Price was the subject of a trade or not. Yes means that the Last Price is the last price at which a trade was carried out.

Synonym:

traded

A property that is used by the class share price.

Definition: Whether or not the price is that of a trade. If No, this is a quote price.

Synonym:

traded

A property that can be used by any class.

Definition:

Synonym:

traded

A property that is used by the class high price.

Definition: Always based on a trade not a quote.

Synonym:

traded

A property that is used by the class quote price.

Definition: Whether or not the price is that of a trade. No = this is a quote price.

Synonym:

trading at postal address

A property that can be used by any class.

Definition:

Synonym:

trading date

A property that is used by the class bond exchange closing price.

Definition: The trading date for which this information is applicable.

Synonym:

trading date

A property that is used by the class official closing price.

Definition: The trading date for which this information is applicable.

Synonym:

trading date

A property that is used by the class equity exchange published price.

Definition: The trading date for which the price is published.

Synonym:

trading session

A property that is used by the class market opening price.

Definition: Whether the price reflects the Open in post market session, pre market session or some trading period within the trading day.

Synonym:

tranche

A property that is used by the class c d o note.

Definition: Security Tranche that this CDO note forms part of within the overall CDO Issue.

Synonym:

tranche

A property that is used by the class cash asset backed security instrument.

Definition: Security Tranche that this ABS security forms part of.

Synonym:

tranche has loan purpose

A property that is used by the class credit facility loan tranche.

Definition:

Synonym:

tranche loan purpose

A property that can be used by any class.

Definition:

Synonym:

tranche type

A property that is used by the class synthetic c d o tranche.

Definition:

Synonym:

transacted under

A property that is used by the class economic transaction.

Definition:

Synonym:

transaction early termination date

A property that is used by the class o t c master agreement conditions precedent.

Definition: The condition that some early termination date as been defined in respect to the transaction carried out under this Master Agreement. Further notes: note that this is in respect of a specific transaction transacted under the Master Agreement, so that the condition precedent for the obligation in respect of that specific transaction, is that this early transaction termation has not taken place in respect of this same transaction. Conditions precedent typically include this is not the case, so this is typically or always "no". Sample text: "the condition precedent that no Early Termination Date in respect of the relevant Transaction has occurred or been effectively designated."

Synonym:

transaction embodies economic agreement

A property that is used by the class economic transaction and has the inverse economic agreement governs transaction.

Definition:

Synonym:

transaction event follows business process

A property that is used by the class transaction event.

Definition:

Synonym:

transacts

A property that is used by the class commodities spot contract.

Definition:

Synonym:

transacts with

A property that is used by the class transaction party.

Definition:

Synonym:

truncating decimal places

A property that is used by the class base.

Definition: Number of decimal places. Note this is either/or with the Rounding number of decimal places.

Synonym:

type of securities

A property that is used by the class fund investment restrictions set.

Definition: The type of securities or other holdings that may be invested in.

Synonym:

typical maturity duration

A property that is used by the class money market debt instrument.

Definition:

Synonym:

U
u r l

A property that can be used by any class.

Definition:

Synonym:

u r l

A property that is used by the class web page.

Definition: The URL of the web page.

Synonym:

ultimate beneficial owner will be

A property specializing entity owning party identity that is used by the class ultimate beneficial owner.

Definition: ultimate Beneficial Owner is any kind of Human Being.

Synonym:

uncrossing volume

A property that is used by the class uncrossing price.

Definition: The uncrossing volume broadcast during auction calls and immediately following uncrossing.

Synonym:

underlying

A property that is used by the class inflation swap contract.

Definition:

Synonym:

underlying

A property that is used by the class foreign currency option.

Definition:

Synonym:

underlying

A property that is used by the class dispersion swap index constituents leg terms.

Definition:

Synonym:

underlying

A property that is used by the class correlation leg terms.

Definition:

Synonym:

underlying

A property that is used by the class equity option o t c contract.

Definition:

Synonym:

underlying

A property that is used by the class exchange traded equity index option.

Definition:

Synonym:

underlying

A property that is used by the class variance leg terms.

Definition:

Synonym:

underlying

A property that is used by the class dispersion swap index leg terms.

Definition:

Synonym:

underlying

A property that is used by the class dividend stream.

Definition:

Synonym:

underlying

A property that is used by the class option contract on futures.

Definition:

Synonym:

underlying bond price

A property that is used by the class bond option underlying transaction.

Definition: The price at which the bond is bought and sold in the underlying transaction.

Synonym:

underlying identity

A property specializing has identity that is used by the class exchange rate underlying.

Definition:

Synonym:

underlying parameter

A property specializing has argument that is used by the class inflation factor expression.

Definition:

Synonym:

undertaken by

A property that can be used by any class.

Definition:

Synonym:

undertaken by

A property that is used by the class undertaking.

Definition:

Synonym:

undertaken by

A property that is used by the class underlying valuation.

Definition:

Synonym:

underwriter takedown amount

A property that is used by the class underwriter takedown for debt.

Definition: Takedown amount of the security handled by the underwriter(that will be brought into DTC).

Synonym:

unit holder

A property specializing has member that can be used by any class.

Definition: The holder of units in a trust.

Synonym:

unit of measure

A property that is used by the class negotiable commodity.

Definition:

Synonym:

unit of measure

A property that is used by the class standardized commodity future terms set.

Definition: The unit in which the underlying commodity is to be measured.

Synonym:

unit of trading

A property that is used by the class financial future.

Definition: How many of the underlying securities can be sold.

Synonym:

unit of trading

A property that is used by the class financial future standardized terms set.

Definition: The pre-determined unit in which financial futures will be traded on this exchange.

Synonym:

up front fee (please review)

A property that is used by the class credit index (please review).

Definition: A fee payanle by any party that wishes to participate in a contract based on the index after the start of its life.

Synonym:

usage note

A property that can be used by any class.

Definition: a note that provides information about how a given concept is used in the FIBO context

Synonym:

used to determine

A property that is used by the class debt price spread.

Definition:

Synonym:

uses

A property that is used by the class price model specification.

Definition:

Synonym:

uses

A property that can be used by any class and has the inverse is used by.

Definition: relates something to something else that it has the ability to employ in some way

Synonym:

uses factor

A property specializing is based on that can be used by any class.

Definition: relates e.g. a risk assessment to something used as a factor to make the assessment.

Synonym:

uses formula

A property that is used by the class yield calculation method.

Definition:

Synonym:

uses price

A property specializing has parameter that is used by the class simple yield calculation method.

Definition:

Synonym:

V
v w a p value

A property that is used by the class v w a p.

Definition: The value of the VWAP.

Synonym:

v w o p value

A property that is used by the class v w o p.

Definition: The value of the VWOP.

Synonym:

valuation date

A property that is used by the class c d s cash settlement.

Definition: The date (however specified) after conditions to settlement have been satisfied, when the calculation agent obtains a price quotation on the Reference Obligation for purposes of cash settlement.

Synonym:

valuation date

A property that is used by the class forward valuation terms set.

Definition:

Synonym:

valuation date (please review)

A property that is used by the class original l t v (please review).

Definition: The date the valuation was carried out. This is the date the valuaton was carried out as part of the original mortgage valuation.

Synonym:

valuation date (please review)

A property that is used by the class property valuation historical information (please review).

Definition:

Synonym:

valuation date and time

A property that is used by the class bond exchange last price.

Definition: The date and time at which the Last Price was determined i.e. the time time and date of the offer or trade that the price relates to.

Synonym:

valuation date and time

A property that is used by the class last price.

Definition: The date and time at which the Last Price was determined i.e. the time time and date of the offer or trade that the price relates to.

Synonym:

valuation frequency

A property that is used by the class net asset value calculation method.

Definition: Frequency of the net asset value calculation.

Synonym:

valuation frequency textual description

A property that is used by the class net asset value calculation method.

Definition: Description of the frequency of the net asset value calculation.

Synonym:

valuation method

A property that is used by the class c d s cash settlement.

Definition: The methodology for determining the final price of the reference obligation for purposes of cash settlement.

Synonym:

valuation time

A property that can be used by any class.

Definition:

Synonym:

valuation time

A property that is used by the class c d s cash settlement.

Definition: The time of day in the specified business center when the calculation agent seeks quotations for an amount of the reference obligation for purposes of cash settlement.

Synonym:

valuation time

A property that is used by the class net asset value.

Definition: Time of the price valuation for the investment fund/fund class.

Synonym:

value

A property that is used by the class timed percentage.

Definition:

Synonym:

value

A property that is used by the class dated balance.

Definition:

Synonym:

value

A property that is used by the class timed monetary amount.

Definition:

Synonym:

value

A property that can be used by any class.

Definition:

Synonym:

value

A property that is used by the class debt convexity analytic.

Definition: The numeric value of the Convexity.

Synonym:

value

A property that is used by the class price volatility specification.

Definition: The value of the volatillity, expressed as a percentage, at a given point in time.

Synonym:

value

A property that is used by the class p v b p.

Definition: The value of the PVBP expressed as a price change, with price denominated in percentage.

Synonym:

value

A property that is used by the class price spread specification.

Definition: The value of the Spread, expressed in percentage terms, at a given point in time.

Synonym:

value (please review)

A property that is used by the class reference index.

Definition: The value of the benchmark at the stated date or time.

Synonym:

value (please review)

A property that is used by the class property valuation historical information (please review).

Definition:

Synonym:

value (please review)

A property that is used by the class reference index dated value (please review).

Definition: The value of the benchmark as a number.

Synonym:

value (please review)

A property that is used by the class loan to value ratio (please review).

Definition:

Synonym:

value (please review)

A property that is used by the class property valuation historical information (please review).

Definition:

Synonym:

value (please review)

A property that is used by the class interest rate timed value (please review).

Definition: The quoted value of the Interest Rate at the specified time and date.

Synonym:

value (please review)

A property that is used by the class exchange rate timed value (please review).

Definition: The exchange rate as a numerical ratio of the numerator to the denominator currency.

Synonym:

value at risk

A property that is used by the class fund investment restrictions set.

Definition: See RiskClassification_NameOf in EFAMA DD Applies to Fund not Portfolio.

Synonym:

value expressed as

A property that is used by the class value.

Definition: The numerical value of the Parameter.

Synonym:

value time

A property that is used by the class past value.

Definition:

Synonym:

value time

A property that is used by the class dated past value.

Definition:

Synonym:

vendor

A property specializing principal that is used by the class supply transaction.

Definition:

Synonym:

verifies address

A property specializing has address that is used by the class identity document.

Definition: verifies a person's address as recorded in an identity document

Synonym:

verifies date of birth

A property that is used by the class identity document.

Definition: verifies the person's date of birth

Synonym:

verifies place of birth

A property that is used by the class identity document.

Definition: verifies the person's place of birth

Synonym:

version

A property that is used by the class formal controlled document.

Definition: The formal Revision of the document, as recorded on the document and on any relevant Revision Management System.

Synonym:

vostro account has perspective

A property that is used by the class vostro account.

Definition:

Synonym:

voting restrictions

A property that is used by the class voting right.

Definition: Details of restrictions on voting rights, for the case where type of voting is Restricted.

Synonym:

voting rights per share

A property that is used by the class share.

Definition: Number of voting rights per share.

Synonym:

W
w a c has value

A property that is used by the class weighted average coupon.

Definition: The value of the Weighted Average Coupon at some point in the past or at the present time.

Synonym:

w a c value

A property that can be used by any class.

Definition:

Synonym:

w a l a value

A property that is used by the class instrument weighted average loan age.

Definition: The weighted average loan age, at some point in the past or present.

Synonym:

w a r m value

A property that is used by the class mortgage instrument weighted average remaining maturity.

Definition: The amount of the WARM in the past or present.

Synonym:

was formerly known as

A property specializing has name that can be used by any class.

Definition: a name by which something was known in the past

Synonym:

watch direction

A property that is used by the class investment credit rating.

Definition: The direction in which the credit rating is expected to move, for something which has a credit rating on watch.

Synonym:

watch outlook

A property that is used by the class investment credit rating.

Definition: The expected outlook for the rated entity.

Synonym:

weight (please review)

A property that is used by the class credit index reference constituent (please review).

Definition: The percentage weight of this constituent in relation to the index as a whole.

Synonym:

wholly controlled by

A property that can be used by any class.

Definition: Entity having controlling ownership of the Formal Organization.

Synonym:

worthless

A property that is used by the class worthless.

Definition:

Synonym:

Y
yield has value

A property that is used by the class yield.

Definition: The value of the yield expressed as a percentage.

Synonym:

yield type

A property that is used by the class ordinary share yield.

Definition:

Synonym:

yield value

A property that is used by the class ordinary share yield.

Definition:

Synonym: